Matches in SemOpenAlex for { <https://semopenalex.org/work/W3208693993> ?p ?o ?g. }
- W3208693993 abstract "Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be sensitive to the choice of mass matrix used therein. We develop a gradient-based algorithm that allows for the adaptation of the mass matrix by encouraging the leapfrog integrator to have high acceptance rates while also exploring all dimensions jointly. In contrast to previous work that adapt the hyperparameters of HMC using some form of expected squared jumping distance, the adaptation strategy suggested here aims to increase sampling efficiency by maximizing an approximation of the proposal entropy. We illustrate that using multiple gradients in the HMC proposal can be beneficial compared to a single gradient-step in Metropolis-adjusted Langevin proposals. Empirical evidence suggests that the adaptation method can outperform different versions of HMC schemes by adjusting the mass matrix to the geometry of the target distribution and by providing some control on the integration time." @default.
- W3208693993 created "2021-11-08" @default.
- W3208693993 creator A5017255421 @default.
- W3208693993 creator A5017494868 @default.
- W3208693993 creator A5028431074 @default.
- W3208693993 date "2021-10-27" @default.
- W3208693993 modified "2023-09-27" @default.
- W3208693993 title "Entropy-based adaptive Hamiltonian Monte Carlo" @default.
- W3208693993 cites W1522301498 @default.
- W3208693993 cites W1545319692 @default.
- W3208693993 cites W1624558029 @default.
- W3208693993 cites W1981514681 @default.
- W3208693993 cites W2006582998 @default.
- W3208693993 cites W2035081607 @default.
- W3208693993 cites W2045656233 @default.
- W3208693993 cites W2046357557 @default.
- W3208693993 cites W2059448777 @default.
- W3208693993 cites W2064871928 @default.
- W3208693993 cites W2079672223 @default.
- W3208693993 cites W2135973421 @default.
- W3208693993 cites W2138565515 @default.
- W3208693993 cites W2142274086 @default.
- W3208693993 cites W2160065175 @default.
- W3208693993 cites W2169713291 @default.
- W3208693993 cites W2217402295 @default.
- W3208693993 cites W2409550820 @default.
- W3208693993 cites W2572702041 @default.
- W3208693993 cites W2577537660 @default.
- W3208693993 cites W2611204545 @default.
- W3208693993 cites W2746461338 @default.
- W3208693993 cites W2808618339 @default.
- W3208693993 cites W2889699480 @default.
- W3208693993 cites W2896065471 @default.
- W3208693993 cites W2915071561 @default.
- W3208693993 cites W2920868047 @default.
- W3208693993 cites W2945095962 @default.
- W3208693993 cites W2947292840 @default.
- W3208693993 cites W2947360677 @default.
- W3208693993 cites W2962887178 @default.
- W3208693993 cites W2963037621 @default.
- W3208693993 cites W2963183953 @default.
- W3208693993 cites W2963497274 @default.
- W3208693993 cites W2963540976 @default.
- W3208693993 cites W2963610586 @default.
- W3208693993 cites W2963977107 @default.
- W3208693993 cites W2970641149 @default.
- W3208693993 cites W2970781157 @default.
- W3208693993 cites W2972588190 @default.
- W3208693993 cites W3005253617 @default.
- W3208693993 cites W3008180535 @default.
- W3208693993 cites W3012819233 @default.
- W3208693993 cites W3037866298 @default.
- W3208693993 cites W3092528657 @default.
- W3208693993 cites W3102716280 @default.
- W3208693993 cites W3115411175 @default.
- W3208693993 cites W3124691892 @default.
- W3208693993 cites W3157053813 @default.
- W3208693993 cites W3159590975 @default.
- W3208693993 cites W3159742411 @default.
- W3208693993 cites W3165956473 @default.
- W3208693993 cites W3198001640 @default.
- W3208693993 hasPublicationYear "2021" @default.
- W3208693993 type Work @default.
- W3208693993 sameAs 3208693993 @default.
- W3208693993 citedByCount "0" @default.
- W3208693993 crossrefType "posted-content" @default.
- W3208693993 hasAuthorship W3208693993A5017255421 @default.
- W3208693993 hasAuthorship W3208693993A5017494868 @default.
- W3208693993 hasAuthorship W3208693993A5028431074 @default.
- W3208693993 hasConcept C105795698 @default.
- W3208693993 hasConcept C106301342 @default.
- W3208693993 hasConcept C111350023 @default.
- W3208693993 hasConcept C11413529 @default.
- W3208693993 hasConcept C121332964 @default.
- W3208693993 hasConcept C121864883 @default.
- W3208693993 hasConcept C126255220 @default.
- W3208693993 hasConcept C13153151 @default.
- W3208693993 hasConcept C19499675 @default.
- W3208693993 hasConcept C2776257435 @default.
- W3208693993 hasConcept C31258907 @default.
- W3208693993 hasConcept C33923547 @default.
- W3208693993 hasConcept C41008148 @default.
- W3208693993 hasConcept C52692508 @default.
- W3208693993 hasConcept C62520636 @default.
- W3208693993 hasConcept C75782508 @default.
- W3208693993 hasConcept C79518650 @default.
- W3208693993 hasConcept C8642999 @default.
- W3208693993 hasConcept C98036226 @default.
- W3208693993 hasConceptScore W3208693993C105795698 @default.
- W3208693993 hasConceptScore W3208693993C106301342 @default.
- W3208693993 hasConceptScore W3208693993C111350023 @default.
- W3208693993 hasConceptScore W3208693993C11413529 @default.
- W3208693993 hasConceptScore W3208693993C121332964 @default.
- W3208693993 hasConceptScore W3208693993C121864883 @default.
- W3208693993 hasConceptScore W3208693993C126255220 @default.
- W3208693993 hasConceptScore W3208693993C13153151 @default.
- W3208693993 hasConceptScore W3208693993C19499675 @default.
- W3208693993 hasConceptScore W3208693993C2776257435 @default.
- W3208693993 hasConceptScore W3208693993C31258907 @default.
- W3208693993 hasConceptScore W3208693993C33923547 @default.