Thermostat-assisted continuously-tempered Hamiltonian Monte Carlo for Bayesian learning.
Rui LuoJianhong WangYaodong YangJun WangZhanxing ZhuPublished in: NeurIPS (2018)
Keyphrases
- monte carlo
- bayesian learning
- model selection
- posterior distribution
- monte carlo simulation
- importance sampling
- markov chain
- monte carlo methods
- adaptive sampling
- monte carlo tree search
- markovian decision
- monte carlo method
- matrix inversion
- variance reduction
- cross validation
- parameter estimation
- generative model
- pairwise
- feature selection