The No-U-Turn Sampler as a Proposal Distribution in a Sequential Monte Carlo Sampler Without Accept/Reject

Markov Chain Monte Carlo (MCMC) is a method for drawing samples from non-standard probability distributions. Hamiltonian Monte Carlo (HMC) is a popular variant of MCMC that uses gradient information to explore the target distribution. The Sequential Monte Carlo (SMC) sampler is an alternative sampli...

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Veröffentlicht in:	IEEE signal processing letters 2024, Vol.31, p.1089-1093
Hauptverfasser:	Devlin, Lee, Carter, Matthew, Horridge, Paul, Green, Peter L., Maskell, Simon
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayes methods Bayesian inference Kernel Markov chains Monte Carlo methods Proposals Samplers Sampling methods sequential Monte Carlo Space exploration Transforms Vectors
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