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Hamiltonian Monte Carlo Multilevel×Hierarchical Hamiltonian Monte Carlo×
BidangBayesianBayesian
KeluargaBayesian methodsBayesian methods
Tahun asal2010s2015
PengasasBeskos, Jasra, Law, Tempone, Zhou (multilevel MCMC); Neal (HMC component)Betancourt & Girolami
JenisBayesian computational samplerBayesian sampling algorithm
Sumber perintisBeskos, 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 ↗Betancourt, M. & Girolami, M. (2015). Hamiltonian Monte Carlo for hierarchical models. In S. K. Upadhyay, U. Singh, D. K. Dey & A. Loganathan (Eds.), Current Trends in Bayesian Methodology with Applications (pp. 79-101). CRC Press. link ↗
AliasMultilevel HMC, MLHMC, multilevel HMC sampler, multilevel leapfrog MCMCHierarchical HMC, HMC for hierarchical models, HMC with reparameterization, NUTS for hierarchical Bayesian models
Berkaitan55
RingkasanMultilevel 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.Hierarchical Hamiltonian Monte Carlo (Hierarchical HMC) applies Hamiltonian Monte Carlo sampling to Bayesian hierarchical models, addressing the severe geometric challenges those models pose. By combining non-centered parameterizations with HMC's gradient-driven proposals, it achieves efficient posterior exploration of the multi-level funnel-shaped geometries that standard MCMC methods struggle with.
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ScholarGateBandingkan kaedah: Multilevel Hamiltonian Monte Carlo · Hierarchical Hamiltonian Monte Carlo. Dicapai 2026-06-20 daripada https://scholargate.app/ms/compare