Relativistic Monte Carlo
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time discretiza-tions and performs poorly if there is a mismatch be...
| Main Authors: | , , , , |
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| Format: | Conference item |
| Published: |
Proceedings of Machine Learning Research
2017
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