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Hamiltonian Monte Carlo Dinamik×Sampel Gibbs×
BidangBayesianBayesian
KeluargaBayesian methodsBayesian methods
Tahun asal20141984
PengasasMatthew D. Hoffman and Andrew GelmanStuart Geman & Donald Geman
Jenisadaptive MCMC samplerMCMC sampling algorithm
Sumber perintisHoffman, M. D. & Gelman, A. (2014). The No-U-Turn Sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo. Journal of Machine Learning Research, 15(1), 1593–1623. link ↗Geman, S. & Geman, D. (1984). Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images. IEEE Transactions on Pattern Analysis and Machine Intelligence, 6(6), 721-741. DOI ↗
AliasDynamic HMC, NUTS, No-U-Turn Sampler, adaptive HMCGibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Berkaitan55
RingkasanDynamic Hamiltonian Monte Carlo — widely known as the No-U-Turn Sampler (NUTS) — is an adaptive extension of Hamiltonian Monte Carlo that automatically selects the number of leapfrog integration steps during each MCMC transition, removing the need to hand-tune the most sensitive tuning parameter of standard HMC. It is the default sampler in Stan and PyMC and is suitable for continuous, differentiable posterior distributions of moderate to high dimension.Gibbs sampling is a Markov chain Monte Carlo algorithm that approximates a high-dimensional posterior distribution by repeatedly drawing each parameter from its full conditional distribution given all other parameters and the data. Because each draw is exact from a conditional — not a proposal that may be rejected — the sampler is efficient when those conditionals are available in closed form.
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ScholarGateBandingkan kaedah: Dynamic Hamiltonian Monte Carlo · Gibbs Sampling. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare