Variational Hamiltonian Monte Carlo via score matching

DOI10.1214/17-BA1060OpenAlexW2962801292MaRDI QIDQ1631559

Cheng Zhang, Babak Shahbaba, Hong-Kai Zhao

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.02219

zbMATH Keywords

Markov chain Monte Carlovariational inferencefree-form approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (6)

Rejoinder on: ``Some recent work on multivariate Gaussian Markov random fields ⋮ On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference ⋮ A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems ⋮ A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables ⋮ Uncertainty quantification of graph convolution neural network models of evolving processes ⋮ Modified Hamiltonian Monte Carlo for Bayesian inference

Uses Software

• NUTS

Cites Work

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• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
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• An introduction to variational methods for graphical models
• Explaining Variational Approximations
• Graphical Models, Exponential Families, and Variational Inference
• Bayesian Computation with R
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo strategies in scientific computing

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