Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets |
scientific article |
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Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (English)
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8 March 2018
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Bayesian hierarchical models
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Hamiltonian Monte Carlo
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Hessian
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MCMC
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metric tensor
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