Skip to main content
Journal cover image

Laplacian Hamiltonian Monte Carlo

Publication ,  Conference
Zhang, Y; Chen, C; Henao, R; Carin, L
Published in: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
January 1, 2016

We proposed a Hamiltonian Monte Carlo (HMC) method with Laplace kinetic energy, and demonstrate the connection between slice sampling and proposed HMC method in one-dimensional cases. Based on this connection, one can perform slice sampling using a numerical integrator in an HMC fashion. We provide theoretical analysis on the performance of such sampler in several univariate cases. Furthermore, the proposed approach extends the standard HMC by enabling sampling from discrete distributions. We compared our method with standard HMC on both synthetic and real data, and discuss its limitations and potential improvements.

Duke Scholars

Altmetric Attention Stats
Dimensions Citation Stats

Published In

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

DOI

EISSN

1611-3349

ISSN

0302-9743

ISBN

9783319461274

Publication Date

January 1, 2016

Volume

9851 LNAI

Start / End Page

98 / 114

Related Subject Headings

  • Artificial Intelligence & Image Processing
  • 46 Information and computing sciences
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Zhang, Y., Chen, C., Henao, R., & Carin, L. (2016). Laplacian Hamiltonian Monte Carlo. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 9851 LNAI, pp. 98–114). https://doi.org/10.1007/978-3-319-46128-1_7
Zhang, Y., C. Chen, R. Henao, and L. Carin. “Laplacian Hamiltonian Monte Carlo.” In Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 9851 LNAI:98–114, 2016. https://doi.org/10.1007/978-3-319-46128-1_7.
Zhang Y, Chen C, Henao R, Carin L. Laplacian Hamiltonian Monte Carlo. In: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 2016. p. 98–114.
Zhang, Y., et al. “Laplacian Hamiltonian Monte Carlo.” Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 9851 LNAI, 2016, pp. 98–114. Scopus, doi:10.1007/978-3-319-46128-1_7.
Zhang Y, Chen C, Henao R, Carin L. Laplacian Hamiltonian Monte Carlo. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 2016. p. 98–114.
Journal cover image

Published In

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

DOI

EISSN

1611-3349

ISSN

0302-9743

ISBN

9783319461274

Publication Date

January 1, 2016

Volume

9851 LNAI

Start / End Page

98 / 114

Related Subject Headings

  • Artificial Intelligence & Image Processing
  • 46 Information and computing sciences