MCMC using Hamiltonian dynamics

zbMATH Open1229.65018MaRDI QIDQ3172405FDOQ3172405

Authors: Radford Neal 

Publication date: 5 October 2011

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zbMATH Keywords

Hamiltonian Monte CarloMarkov chain Monte Carlo methodHamiltonian dynamicsleapfrog scheme

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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• Efficient Bayesian inference with latent Hamiltonian neural networks in no-U-turn sampling
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• Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
• Inference over radiative transfer models using variational and expectation maximization methods
• A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
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• Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
• Generalized integral transform and Hamiltonian Monte Carlo for Bayesian structural damage identification
• Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models
• High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling
• Hamiltonian Monte Carlo with energy conserving subsampling
• Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
• Cauchy Markov random field priors for Bayesian inversion
• Bayesian model inversion using stochastic spectral embedding
• Hamiltonian Markov chain Monte Carlo for partitioned sample spaces with application to Bayesian deep neural nets
• Stochastic gradient Hamiltonian Monte Carlo for non-convex learning
• Challenges in Markov chain Monte Carlo for Bayesian neural networks
• Some recent developments in Markov chain Monte Carlo for cointegrated time series
• Bayesian mitigation of spatial coarsening for a Hawkes model applied to gunfire, wildfire and viral contagion
• Oracle lower bounds for stochastic gradient sampling algorithms
• Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference
• Pattern recognition in data as a diagnosis tool
• Hamiltonian Monte Carlo based on evidence framework for Bayesian learning to neural network
• Solving inverse problems in stochastic models using deep neural networks and adversarial training
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• Large-scale inference of correlation among mixed-type biological traits with phylogenetic multivariate probit models
• Couplings for Andersen dynamics
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• Bayesian inference on structural impulse response functions
• Cox Point Processes: Why One Realisation Is Not Enough
• Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
• Localization for MCMC: sampling high-dimensional posterior distributions with local structure
• Parameters estimation in Ebola virus transmission dynamics model based on machine learning
• Structured hierarchical models for probabilistic inference from perturbation screening data
• Estimating and forecasting the smoking-attributable mortality fraction for both genders jointly in over 60 countries
• Object based Bayesian full-waveform inversion for shear elastography
• Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
• Transfer of macroeconomic shocks in stress tests modeling
• B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data
• Fitting Matérn smoothness parameters using automatic differentiation
• Multi-fidelity Bayesian neural networks: algorithms and applications
• Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo
• Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
• MIMIX: a Bayesian mixed-effects model for microbiome data from designed experiments
• Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
• Hierarchical models for relational event sequences
• Informed reversible jump algorithms
• A fast multi-fidelity method with uncertainty quantification for complex data correlations: application to vortex-induced vibrations of marine risers
• Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes
• Bayesian learning via neural Schrödinger-Föllmer flows
• Split Hamiltonian Monte Carlo revisited
• HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate
• Model transfer across additive manufacturing processes via mean effect equivalence of lurking variables
• Subsampling MCMC -- an introduction for the survey statistician
• Neural network gradient Hamiltonian Monte Carlo
• Bayesian inference with subset simulation: strategies and improvements
• Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
• Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion
• Spatial Bayesian latent factor regression modeling of coordinate-based meta-analysis data
• Box-Cox realized asymmetric stochastic volatility models with generalized Student's \(t\)-error distributions
• Child mortality estimation incorporating summary birth history data
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods
• Coupling and convergence for Hamiltonian Monte Carlo
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• Retrospective Bayesian outlier detection in INGARCH series
• Fast sampling from \(\beta \)-ensembles
• On the application of improved symplectic integrators in Hamiltonian Monte Carlo
• Stochastic gradient Hamiltonian Monte Carlo with variance reduction for Bayesian inference
• Geometric ergodicity of the bouncy particle sampler
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
• Time-varying auto-regressive models for count time-series
• Accelerating numerical simulation of continuous-time Boolean satisfiability solver using discrete gradient
• The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC
• Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
• Bayesian non-parametric modeling for integro-difference equations
• Irreversible samplers from jump and continuous Markov processes
• Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
• Bayesian regression and classification using Gaussian process priors indexed by probability density functions
• Flexible Bayesian dynamic modeling of correlation and covariance matrices
• Recycling intermediate steps to improve Hamiltonian Monte Carlo
• Robust joint modelling of longitudinal and survival data: Incorporating a time‐varying degrees‐of‐freedom parameter
• Exact recording of Metropolis-Hastings-class Monte Carlo simulations using one bit per sample
• Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
• Ensemble slice sampling. Parallel, black-box and gradient-free inference for correlated \& multimodal distributions
• A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC
• A spatial mixed-effects regression model for electoral data
• A shared spatial model for multivariate extreme-valued binary data with non-random missingness
• Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
• A Benchmark for the Bayesian Inversion of Coefficients in Partial Differential Equations
• Geometric MCMC for infinite-dimensional inverse problems
• Polynomial chaos representation of databases on manifolds
• Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space

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