Adaptively Setting the Path Length for Separable Shadow Hamiltonian Hybrid Monte Carlo
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DOI: 10.1109/access.2021.3118728
Abstract: Hybrid Monte Carlo (HMC) has been widely applied to numerous posterior inference problems in machine learning and statistics. HMC has two main practical issues, the first is the deterioration in acceptance rates as the system… read more here.
Keywords: hybrid monte; adaptively setting; monte carlo; separable shadow ... See more keywords