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Hamiltonian Monte Carlo Teguh×Sampel Gibbs×
BidangBayesianBayesian
KeluargaBayesian methodsBayesian methods
Tahun asal2010s–2020s1984
PengasasLivingstone, Zanella and related researchers building on Duane et al. (1987)Stuart Geman & Donald Geman
JenisRobust MCMC samplerMCMC sampling algorithm
Sumber perintisLivingstone, S. & Zanella, G. (2022). The Barker proposal: combining robustness and efficiency in gradient-based MCMC. Journal of the Royal Statistical Society: Series B, 84(2), 496–523. DOI ↗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 ↗
AliasRobust HMC, heavy-tailed HMC, geometric-ergodic HMC, outlier-robust HMCGibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Berkaitan45
RingkasanRobust Hamiltonian Monte Carlo (Robust HMC) is a family of extensions to standard HMC designed to maintain geometric ergodicity and sampling efficiency when the posterior has heavy tails, strong curvature variation, or near-degenerate geometry. By modifying the kinetic energy, mass matrix, or proposal mechanism, these methods ensure reliable exploration of difficult posteriors that defeat the standard NUTS/HMC sampler.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: Robust Hamiltonian Monte Carlo · Gibbs Sampling. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare