Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo

DOI10.1214/20-ba1222arXiv1808.07730OpenAlexW3046573566WikidataQ114060524 ScholiaQ114060524MaRDI QIDQ6201421

Pierre E. Jacob, Nicolas Chopin, Alexander Buchholz

Publication date: 20 February 2024

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

Full work available at URL: https://arxiv.org/abs/1808.07730

zbMATH Keywords

sequential Monte CarloHamiltonian Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics (62-XX) Monte Carlo methods (65C05)

Related Items (1)

An Invitation to Sequential Monte Carlo Samplers

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