Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?
Oren MangoubiNatesh S. PillaiAaron SmithPublished in: CoRR (2018)
Keyphrases
- random walk
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- confidence intervals
- transition probabilities
- monte carlo methods
- state space
- directed graph
- markovian decision
- markov random walk
- monte carlo tree search
- flow graph
- adaptive sampling
- point processes
- particle filter
- probability density function
- variance reduction
- matrix inversion
- constraint satisfaction
- multi db
- supervised learning