Adaptive Tuning of Hamiltonian Monte Carlo Within Sequential Monte Carlo

Buchholz, A; Chopin, N; Jacob, PE

Buchholz, A (corresponding author), Univ Cambridge, MRC Biostat Unit, Cambridge, England.

BAYESIAN ANALYSIS, 2021; 16 (3): 745

Abstract

Sequential Monte Carlo (SMC) samplers are an alternative to MCMC for Bayesian computation. However, their performance depends strongly on the Markov k......

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