Variational Hamiltonian Monte Carlo via score matching

DOI10.1214/17-BA1060OpenAlexW2962801292MaRDI QIDQ1631559

Cheng Zhang, Babak Shahbaba, Hong-Kai Zhao

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.02219

zbMATH Keywords

Markov chain Monte Carlovariational inferencefree-form approximation

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Uses Software

• NUTS

Cites Work

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