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דגימת No-U-Turn (NUTS)×רגרסיה בייסיאנית×
תחוםבייסיאניבייסיאני
משפחהBayesian methodsBayesian methods
שנת המקור2014
הוגה השיטהMatthew D. Hoffman & Andrew Gelman
סוגSampling algorithm (MCMC)Bayesian linear model
מקור מכונןHoffman, M. D., & Gelman, A. (2014). The No-U-Turn Sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo. Journal of Machine Learning Research, 15(47), 1593–1623. link ↗Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
כינוייםNUTS, No-U-Turn HMC, adaptive Hamiltonian Monte Carlo, self-tuning HMCbayesian linear regression, probabilistic regression, bayesian regresyon
קשורות42
תקצירThe No-U-Turn Sampler (NUTS) is a self-tuning Markov chain Monte Carlo algorithm introduced by Hoffman and Gelman (2014) that extends Hamiltonian Monte Carlo (HMC) by automatically determining the optimal number of leapfrog steps, eliminating the most sensitive manual tuning parameter. NUTS is the default sampler in Stan and PyMC and has made large-scale, high-dimensional Bayesian inference practically accessible without requiring users to set trajectory lengths by hand.Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.
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ScholarGateהשוואת שיטות: No-U-Turn Sampler · Bayesian Regression. אוחזר בתאריך 2026-06-17 מתוך https://scholargate.app/he/compare