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)
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