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| 다단계 해밀턴ian 몬테카를로× | 다수준 변분 추론× | |
|---|---|---|
| 분야 | 베이지안 | 베이지안 |
| 계열 | Bayesian methods | Bayesian methods |
| 기원 연도≠ | 2010s | 2016 |
| 창시자≠ | Beskos, Jasra, Law, Tempone, Zhou (multilevel MCMC); Neal (HMC component) | Ranganath, Altosaar, Tran, Blei (hierarchical VI formalization, 2016); Blei et al. (VI framework, 2017) |
| 유형≠ | Bayesian computational sampler | approximate Bayesian inference |
| 원전≠ | Beskos, A., Jasra, A., Law, K., Tempone, R., & Zhou, Y. (2017). Multilevel sequential Monte Carlo samplers. Stochastic Processes and their Applications, 127(5), 1417–1440. DOI ↗ | Blei, D. M., Kucukelbir, A., & McAuliffe, J. D. (2017). Variational inference: A review for statisticians. Journal of the American Statistical Association, 112(518), 859-877. DOI ↗ |
| 별칭 | Multilevel HMC, MLHMC, multilevel HMC sampler, multilevel leapfrog MCMC | hierarchical variational inference, multilevel VI, variational Bayes for multilevel models, MLVI |
| 관련≠ | 5 | 4 |
| 요약≠ | Multilevel Hamiltonian Monte Carlo (Multilevel HMC) combines the variance-reduction strategy of multilevel Monte Carlo with the efficient gradient-driven exploration of Hamiltonian Monte Carlo. By running coupled HMC chains at increasing levels of model fidelity or discretisation, it achieves accurate posterior estimates at a computational cost substantially lower than a single fine-level HMC chain. | Multilevel variational inference (MLVI) is a scalable approximate Bayesian method that fits hierarchical (multilevel) models by optimizing a variational approximation to the posterior, rather than drawing MCMC samples. It exploits the grouped structure of multilevel data — individuals nested within groups, groups nested within higher-level units — to derive efficient coordinate-wise updates, making Bayesian inference tractable for large clustered datasets. |
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