The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo (Q123703): Difference between revisions

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scientific article; zbMATH DE number 6378108
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8 December 2014
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Property / author: Matthew D. Hoffman / rank
 
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Property / author: Andrew Gelman / rank
 
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Property / zbMATH Open document ID: 1319.60150 / rank
 
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Property / full work available at URL: https://arxiv.org/abs/1111.4246 / rank
 
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Property / full work available at URL: http://jmlr.csail.mit.edu/papers/v15/hoffman14a.html / rank
 
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Property / Mathematics Subject Classification ID: 60J22 / rank
 
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Property / Mathematics Subject Classification ID: 62-04 / rank
 
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Property / Mathematics Subject Classification ID: 62F15 / rank
 
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Markov chain Monte Carlo
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Hamiltonian Monte Carlo
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Bayesian inference
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adaptive Monte Carlo
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dual averaging
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Latest revision as of 09:46, 26 April 2024

scientific article; zbMATH DE number 6378108
Language Label Description Also known as
English
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
scientific article; zbMATH DE number 6378108

    Statements

    18 November 2011
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    8 December 2014
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    stat.CO
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    cs.LG
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    Markov chain Monte Carlo
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    Hamiltonian Monte Carlo
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    Bayesian inference
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    adaptive Monte Carlo
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    dual averaging
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