The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
From MaRDI portal
Publication:123703
DOI10.48550/ARXIV.1111.4246zbMath1319.60150arXiv1111.4246MaRDI QIDQ123703
Matthew D. Hoffman, Andrew Gelman, Matthew D. Hoffman, Andrew Gelman
Publication date: 18 November 2011
Full work available at URL: https://arxiv.org/abs/1111.4246
Computational methods in Markov chains (60J22) Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15)
Related Items (only showing first 100 items - show all)
Modeling the complexity of elliptic black hole solution in 4D using Hamiltonian Monte Carlo with stacked neural networks ⋮ Modeling geospatial uncertainty of geometallurgical variables with Bayesian models and Hilbert-kriging ⋮ Estimating causal effects of community health financing via principal stratification ⋮ ABC of the future ⋮ Adaptive weighting of Bayesian physics informed neural networks for multitask and multiscale forward and inverse problems ⋮ Probabilistic ordinal regression methods for multiple criteria sorting admitting certain and uncertain preferences ⋮ Efficient prediction of turbulent flow quantities using a Bayesian hierarchical multifidelity model ⋮ Bayesian inference under ramp stress accelerated life testing using Stan ⋮ Bivariate hierarchical Bayesian model for combining summary measures and their uncertainties from multiple sources ⋮ Using reference models in variable selection ⋮ Interpolating Population Distributions using Public-Use Data: An Application to Income Segregation using American Community Survey Data ⋮ Bayesian hierarchical models for the prediction of the driver flow and passenger waiting times in a stochastic carpooling service ⋮ Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ Efficient data augmentation techniques for some classes of state space models ⋮ MCMC interweaving strategy for estimating stochastic volatility model and its application ⋮ Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion) ⋮ Surrogate-accelerated Bayesian framework for high-temperature thermal diffusivity characterization ⋮ \(R^{\ast}\): a robust MCMC convergence diagnostic with uncertainty using decision tree classifiers ⋮ Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo ⋮ A Review of Data‐Driven Discovery for Dynamic Systems ⋮ Variational inference in neural functional prior using normalizing flows: application to differential equation and operator learning problems ⋮ Bayesian spatial quantile modeling applied to the incidence of extreme poverty in Lima-Peru ⋮ Longitudinal binary response models using alternative links for medical data ⋮ Bayesian inference and dynamic prediction for multivariate longitudinal and survival data ⋮ Modeling racial/ethnic differences in COVID-19 incidence with covariates subject to nonrandom missingness ⋮ On the accept-reject mechanism for Metropolis-Hastings algorithms ⋮ Flexible cloglog links for binomial regression models as an alternative for imbalanced medical data ⋮ Bayesian inference for multidimensional graded response model using Pólya-Gamma latent variables ⋮ Physics-informed information field theory for modeling physical systems with uncertainty quantification ⋮ CUQIpy: I. Computational uncertainty quantification for inverse problems in Python ⋮ CUQIpy: II. Computational uncertainty quantification for PDE-based inverse problems in Python ⋮ Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference ⋮ NeuralUQ: A Comprehensive Library for Uncertainty Quantification in Neural Differential Equations and Operators ⋮ Bayesian Deep Learning Framework for Uncertainty Quantification in Stochastic Partial Differential Equations ⋮ Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction ⋮ TensorBNN: Bayesian inference for neural networks using TensorFlow ⋮ A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms ⋮ Multilevel Delayed Acceptance MCMC ⋮ Hamiltonian-Assisted Metropolis Sampling ⋮ Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models ⋮ Joint models for longitudinal and discrete survival data in credit scoring ⋮ Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour ⋮ Intuitive joint priors for Bayesian linear multilevel models: the R2D2M2 prior ⋮ Nested sampling methods ⋮ Efficient and generalizable tuning strategies for stochastic gradient MCMC ⋮ Analytic auto-differentiable ΛCDM cosmography ⋮ Real-time mechanistic Bayesian forecasts of COVID-19 mortality ⋮ Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo ⋮ The Apogee to Apogee Path Sampler ⋮ Bayesian estimation of multidimensional polytomous item response theory models with Q-matrices using Stan ⋮ Probabilistic physics-guided transfer learning for material property prediction in extrusion deposition additive manufacturing ⋮ Reversible Jump PDMP Samplers for Variable Selection ⋮ Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy ⋮ <scp>Mixture‐modelling‐based</scp> Bayesian <scp>MH‐RM</scp> algorithm for the multidimensional <scp>4PLM</scp> ⋮ Fully Bayesian Inference for Latent Variable Gaussian Process Models ⋮ Likelihood-free inference in state-space models with unknown dynamics ⋮ Randomized time Riemannian manifold Hamiltonian Monte Carlo ⋮ Gender inequalities at work in Southern Europe ⋮ Dynamic response strategies: accounting for response process heterogeneity in irtree decision nodes ⋮ Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo ⋮ Estimación bayesiana de un Modelo Garch-M Bivariado ⋮ The importance Markov chain ⋮ Unnamed Item ⋮ Adjoint Hamiltonian Monte Carlo algorithm for the estimation of elastic modulus through the inversion of elastic wave propagation data ⋮ Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space ⋮ Stochastic approximation Hamiltonian Monte Carlo ⋮ Bayesian estimation of a flexible bifactor generalized partial credit model to survey data ⋮ Bayesian regression model for recurrent event data with event-varying covariate effects and event effect ⋮ Investigating precipitation extremes in South Carolina with focus on the state's October 2015 precipitation event ⋮ Continualization of Probabilistic Programs With Correction ⋮ Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems ⋮ NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ Simulations of Social Distancing Scenarios and Analysis of Strategies to Predict the Spread of COVID-19 ⋮ Transport Map Accelerated Markov Chain Monte Carlo ⋮ Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses ⋮ Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors ⋮ Bayesian Kernel Two-Sample Testing ⋮ Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates ⋮ Probabilistic Programming Language and its Incremental Evaluation ⋮ nimbleHMC ⋮ Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains ⋮ Bayesian analysis of Turkish Income and Living Conditions data, using clustered longitudinal ordinal modelling with Bridge distributed random effects ⋮ On the application of improved symplectic integrators in Hamiltonian Monte Carlo ⋮ MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS ⋮ Unnamed Item ⋮ An Acceleration Strategy for Randomize-Then-Optimize Sampling Via Deep Neural Networks ⋮ Bayesian influence diagnostics using normalized functional Bregman divergence ⋮ Coupling and convergence for Hamiltonian Monte Carlo ⋮ Certified dimension reduction in nonlinear Bayesian inverse problems ⋮ MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood ⋮ Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria ⋮ Comparing two populations using Bayesian Fourier series density estimation ⋮ Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo ⋮ Bayesian singular value regularization via a cumulative shrinkage process
Uses Software
This page was built for publication: The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
