Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space.

Cheng Zhang Babak Shahbaba Hongkai Zhao

Published in: Comput. Stat. (2017)

Keyphrases

parameter space
monte carlo method
markov chain
monte carlo
search space
high dimensional
parameter values
genetic algorithm
posterior distribution
machine learning
feature selection
bayesian learning
finite set of points