Stochastic approximation Hamiltonian Monte Carlo
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Publication:5033464
DOI10.1080/00949655.2020.1797031OpenAlexW3060014389MaRDI QIDQ5033464FDOQ5033464
Authors: Jonghyun Yun, Minsuk Shin, Ick Hoon Jin, Faming Liang 
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.04811
Hamiltonian Monte Carlomultimodalityneural networksstochastic approximation Monte Carloscalable computation
Cites Work
- A Repelling–Attracting Metropolis Algorithm for Multimodality
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Stochastic Approximation in Monte Carlo Computation
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- A Stochastic Approximation Method
- Stability of Stochastic Approximation under Verifiable Conditions
- Adaptive Markov Chain Monte Carlo through Regeneration
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- The geometric foundations of Hamiltonian Monte Carlo
- Split Hamiltonian Monte Carlo
- Annealing stochastic approximation Monte Carlo algorithm for neural network training
- On the geometric ergodicity of Hamiltonian Monte Carlo
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
Cited In (7)
- Reliability analysis of cold-standby systems using a self-stratifying subset simulation method
- A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling
- Variational Hamiltonian Monte Carlo via score matching
- On the application of improved symplectic integrators in Hamiltonian Monte Carlo
- Modified Hamiltonian Monte Carlo for Bayesian inference
- Maximum Conditional Entropy Hamiltonian Monte Carlo Sampler
- Hybrid Monte Carlo on Hilbert spaces
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