The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
Matthew D. HoffmanAndrew GelmanPublished in: CoRR (2011)
Keyphrases
- point processes
- monte carlo
- path length
- importance sampling
- shortest path
- markov chain
- monte carlo simulation
- markov chain monte carlo
- optimal strategy
- monte carlo methods
- particle filter
- adaptive sampling
- temporal difference
- stochastic approximation
- game tree
- monte carlo tree search
- small world
- markovian decision
- variance reduction
- matrix inversion