Hamiltonian Monte Carlo acceleration using surrogate functions with random bases (Q1703832)

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scientific article; zbMATH DE number 6847955
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    Hamiltonian Monte Carlo acceleration using surrogate functions with random bases
    scientific article; zbMATH DE number 6847955

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      Hamiltonian Monte Carlo acceleration using surrogate functions with random bases (English)
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      7 March 2018
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      Markov chain Monte Carlo
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      Hamiltonian dynamics
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      surrogate method
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      random bases
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      Bayesian inference
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      sampling algorithm
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