Neural network gradient Hamiltonian Monte Carlo

DOI10.1007/s00180-018-00861-zzbMath1417.65014arXiv1711.05307OpenAlexW2963218199WikidataQ91152374 ScholiaQ91152374MaRDI QIDQ1729343

Pierre Baldi, Babak Shahbaba, Lingge Li, Andrew J. Holbrook

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05307

zbMATH Keywords

neural networksBayesian inferenceMCMC

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (3)

Massive Parallelization Boosts Big Bayesian Multidimensional Scaling ⋮ Efficient Bayesian inference with latent Hamiltonian neural networks in no-U-turn sampling ⋮ On the accept-reject mechanism for Metropolis-Hastings algorithms

Uses Software

• Adam

Cites Work

• Unnamed Item
• Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
• Hamiltonian Monte Carlo acceleration using surrogate functions with random bases
• Bayesian learning for neural networks
• Simulating Hamiltonian Dynamics
• Approximation by superpositions of a sigmoidal function

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