Documents Gaussian Processes to Speed up Hamiltonian Monte Carlo Matthieu Lê Journal Club 11/04/141 Neal,...

Slide 1 Journal Club 11/04/149 Advantage : The Hamiltonian stays (approximately) constant during the dynamic, hence lower rejection rate ! Problem : Computing the Hamiltonian…

Documents Gaussian Processes to Speed up Hamiltonian Monte Carlo

Bayes and big Data: The Consensus Monte Carlo Algorithm Gaussian Processes to Speed up Hamiltonian Monte Carlo Matthieu Lê Journal Club 11/04/14 1 Neal, Radford M (2011). …