Geometric integrators and the Hamiltonian Monte Carlo method.

Nawaf Bou-Rabee Jesús María Sanz-Serna

Published in: Acta Numer. (2018)

Keyphrases

monte carlo method
markov chain
monte carlo
genetic algorithm
posterior distribution
bayesian learning
prior knowledge
probability distribution
maximum likelihood estimation
learning machines
clustering algorithm
training data
multiscale
state space
latent variables
mathematical models
learning algorithm