HMC, an Algorithms in Data Mining, the Functional Analysis approach
Computation
2021-02-05 v1 Machine Learning
Dynamical Systems
Functional Analysis
Abstract
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of the Dynamical Systems, where the evolving objects are densities of probability distributions and the tool are derived from the Functional Analysis.
Cite
@article{arxiv.2102.02691,
title = {HMC, an Algorithms in Data Mining, the Functional Analysis approach},
author = {Soumyadip Ghosh and Yingdong Lu and Tomasz Nowicki},
journal= {arXiv preprint arXiv:2102.02691},
year = {2021}
}
Comments
arXiv admin note: text overlap with arXiv:2101.08688