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pro vyhledávání: '"Northrop, Amanda R."'
We show that any application of the technique of unbiased simulation becomes perfect simulation when coalescence of the two coupled Markov chains can be practically assured in advance. This happens when a fixed number of iterations is high enough tha
Externí odkaz:
http://arxiv.org/abs/2308.07176
Autor:
Leigh, George M., Northrop, Amanda R.
Hamiltonian Monte Carlo (HMC) is an efficient method of simulating smooth distributions and has motivated the widely used No-U-turn Sampler (NUTS) and software Stan. We build on NUTS and the technique of "unbiased sampling" to design HMC algorithms t
Externí odkaz:
http://arxiv.org/abs/2212.12140