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Hamiltonian Monte Carlo

上传者: 2020-03-25 16:22:55上传 PDF文件 769.24KB 热度 34次
HamiltoniandynamicscanbeusedtoproducedistantproposalsfortheMetropolis algorithm,therebyavoidingtheslowexplorationofthestatespacethatresultsfrom thediffusivebehaviourofsimplerandom-walkproposals.Thoughoriginatingin physics,Hamiltoniandynamicscanbeappliedtomostp
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