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Hamiltonian Monte Carlo Imara×Sampuli ya Gibbs×
NyanjaMbinu za BayesMbinu za Bayes
FamiliaBayesian methodsBayesian methods
Mwaka wa asili2010s–2020s1984
MwanzilishiLivingstone, Zanella and related researchers building on Duane et al. (1987)Stuart Geman & Donald Geman
AinaRobust MCMC samplerMCMC sampling algorithm
Chanzo asiliaLivingstone, 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 ↗
Majina mbadalaRobust HMC, heavy-tailed HMC, geometric-ergodic HMC, outlier-robust HMCGibbs sampler, coordinate-wise MCMC, systematic scan Gibbs, blocked Gibbs sampling
Zinazohusiana45
MuhtasariRobust 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.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

Nenda kwenye utafutaji Pakua slaidi

ScholarGateLinganisha mbinu: Robust Hamiltonian Monte Carlo · Gibbs Sampling. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare