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Hamiltonian Monte Carlo Đa cấp×Suy diễn biến phân đa cấp×
Lĩnh vựcBayesBayes
HọBayesian methodsBayesian methods
Năm ra đời2010s2016
Người khởi xướngBeskos, Jasra, Law, Tempone, Zhou (multilevel MCMC); Neal (HMC component)Ranganath, Altosaar, Tran, Blei (hierarchical VI formalization, 2016); Blei et al. (VI framework, 2017)
LoạiBayesian computational samplerapproximate Bayesian inference
Công trình gốcBeskos, 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 ↗
Tên gọi khácMultilevel HMC, MLHMC, multilevel HMC sampler, multilevel leapfrog MCMChierarchical variational inference, multilevel VI, variational Bayes for multilevel models, MLVI
Liên quan54
Tóm tắtMultilevel 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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ScholarGateSo sánh phương pháp: Multilevel Hamiltonian Monte Carlo · Multilevel Variational Inference. Truy cập ngày 2026-06-19 từ https://scholargate.app/vi/compare