Marwala, T: Hamiltonian Monte Carlo Methods in Machine Learn

af Tshilidzi (Rector of the United Nations (UN) University and the UN Under-Secretary-General in Tokyo Marwala

Hamiltonian Monte Carlo Methods in Machine Learning introduces methods for optimal tuning of HMC parameters, along with an introduction of Shadow and Non-canonical HMC methods with improvements and speedup. Lastly, the authors address the critical issues of variance reduction for parameter estimates of numerous HMC based samplers. The book offers a comprehensive introduction to Hamiltonian Monte Carlo methods and provides a cutting-edge exposition of the current pathologies of HMC-based methods ... (Læs mere)