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· 2015 · DOI 10.1007/s11222-014-9511-z

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Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions

stat.ML · 2021-10-21 · unverdicted · novelty 7.0

AD-HMC achieves geometric convergence in Wasserstein distance for HMC with general asymmetrical auxiliary momentum distributions by restoring self-adjointness via direction alternation, with extensions to leapfrog integrators.

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  • Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions stat.ML · 2021-10-21 · unverdicted · none · ref 11

    AD-HMC achieves geometric convergence in Wasserstein distance for HMC with general asymmetrical auxiliary momentum distributions by restoring self-adjointness via direction alternation, with extensions to leapfrog integrators.