Focusing on Difficult Directions for Learning HMC Trajectory Lengths

Hamiltonian Monte Carlo (HMC) is a premier Markov Chain Monte Carlo (MCMC) algorithm for continuous target distributions. Its full potential can only be unleashed when its problem-dependent hyperparameters are tuned well. The adaptation of one such hyperparameter, trajectory length ($\tau$), has bee...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Sountsov, Pavel, Hoffman, Matt D
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Computation
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!