Inference with Hamiltonian Sequential Monte Carlo Simulators
Inference with Hamiltonian Sequential Monte Carlo Simulators
The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for inference in presence of difficult likelihoods or target functions. Several examples are provided.
Remi Daviet
数学
Remi Daviet.Inference with Hamiltonian Sequential Monte Carlo Simulators[EB/OL].(2018-12-19)[2025-08-02].https://arxiv.org/abs/1812.07978.点此复制
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