Adaptive Hamiltonian and Riemann Manifold Monte Carlo Samplers
In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using Bayesian optimization that allows for infinite adaptation of...
| Main Authors: | , , |
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| Format: | Conference item |
| Published: |
2013
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