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pro vyhledávání: '"Santet, Régis"'
This is a preliminary version. Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional inte
Externí odkaz:
http://arxiv.org/abs/2410.00525
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian inference. B
Externí odkaz:
http://arxiv.org/abs/2404.12087
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected thanks to a
Externí odkaz:
http://arxiv.org/abs/2303.15918