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
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.
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
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