Adaptive Magnetic Hamiltonian Monte Carlo
Magnetic Hamiltonian Monte Carlo (MHMC) is a Markov Chain Monte Carlo method that expands on Hamiltonian Monte Carlo (HMC) by adding a magnetic field to Hamiltonian dynamics. This magnetic field offers a great deal of flexibility over HMC and encourages more efficient exploration of the target poste...
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| Main Authors: | , , |
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| Format: | article |
| Language: | EN |
| Published: |
IEEE
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/11741b05895b4cef99bef5d3b1f5ec8a |
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