Inference with Hamiltonian Sequential Monte Carlo Simulators
Computation
2018-12-20 v1
Abstract
The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for inference in presence of difficult likelihoods or target functions. Several examples are provided.
Keywords
Cite
@article{arxiv.1812.07978,
title = {Inference with Hamiltonian Sequential Monte Carlo Simulators},
author = {Remi Daviet},
journal= {arXiv preprint arXiv:1812.07978},
year = {2018}
}