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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Hamiltonian Monte Carlo Shumë-Niveleve×Inferencë Variacionale Shumënivelëshe×
FushaStatistika bajesianeStatistika bajesiane
FamiljaBayesian methodsBayesian methods
Viti i origjinës2010s2016
KrijuesiBeskos, Jasra, Law, Tempone, Zhou (multilevel MCMC); Neal (HMC component)Ranganath, Altosaar, Tran, Blei (hierarchical VI formalization, 2016); Blei et al. (VI framework, 2017)
LlojiBayesian computational samplerapproximate Bayesian inference
Burimi themeluesBeskos, 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 ↗
Emërtime të tjeraMultilevel HMC, MLHMC, multilevel HMC sampler, multilevel leapfrog MCMChierarchical variational inference, multilevel VI, variational Bayes for multilevel models, MLVI
Të lidhura54
PërmbledhjaMultilevel 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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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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ScholarGateKrahasoni metodat: Multilevel Hamiltonian Monte Carlo · Multilevel Variational Inference. Marrë më 2026-06-19 nga https://scholargate.app/sq/compare