Modified Hamiltonian Monte Carlo for Bayesian inference.
Tijana RadivojevicElena V. AkhmatskayaPublished in: Stat. Comput. (2020)
Keyphrases
- monte carlo
- bayesian inference
- particle filter
- probabilistic model
- markov chain
- prior information
- monte carlo simulation
- bayesian model
- hyperparameters
- importance sampling
- statistical inference
- markovian decision
- hierarchical bayesian
- monte carlo methods
- kalman filter
- monte carlo tree search
- adaptive sampling
- stochastic approximation
- expectation propagation
- quasi monte carlo
- temporal difference
- variance reduction
- markov chain monte carlo
- simulated annealing