The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo.
Matthew D. HoffmanAndrew GelmanPublished in: J. Mach. Learn. Res. (2014)
Keyphrases
- monte carlo
- path length
- shortest path
- markov chain
- monte carlo simulation
- adaptive sampling
- importance sampling
- monte carlo methods
- monte carlo tree search
- variance reduction
- markovian decision
- markov chain monte carlo
- monte carlo method
- global illumination
- particle filter
- stochastic approximation
- matrix inversion
- probabilistic model
- temporal difference
- optimal strategy
- reinforcement learning