Hamiltonian Monte Carlo methods in machine learning

DOI10.1016/C2021-0-02845-5MaRDI QIDQ5042472zbMATH OpenOpenAlexFDO

Authors Tshilidzi Marwala, Rendani Mbuvha, Wilson Mongwe

Publication date 20 October 2022

Full work available at URL https://doi.org/10.1016/c2021-0-02845-5

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Sampling theory, sample surveys (62D05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Learning and adaptive systems in artificial intelligence (68T05) Artificial neural networks and deep learning (68T07)

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Cited in

(5)

• Variational Hamiltonian Monte Carlo via score matching
• Neural network gradient Hamiltonian Monte Carlo
• Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets
• Network-based uncertainty quantification for mathematical models in epidemiology
• Adaptive tuning of Hamiltonian Monte Carlo methods

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