Related papers: Split HMC for Gaussian Process Models
In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…
The Hamiltonian Monte Carlo (HMC) algorithm is often lauded for its ability to effectively sample from high-dimensional distributions. In this paper we challenge the presumed domination of HMC for the Bayesian analysis of GLMs. By utilizing…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
The solutions of Hamiltonian equations are known to describe the underlying phase space of a mechanical system. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations,…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Hamiltonian mechanics is one of the cornerstones of natural sciences. Recently there has been significant interest in learning Hamiltonian systems in a free-form way directly from trajectory data. Previous methods have tackled the problem…
Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…
The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to perform the mechanics as a result of the lack of global…
Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…
Gaussian processes are the gold standard for many real-world modeling problems, especially in cases where a model's success hinges upon its ability to faithfully represent predictive uncertainty. These problems typically exist as parts of…
For quantum systems with competing potentials, the conventional perturbation theory often yields an asymptotic series and the subsequent numerical outcome becomes uncertain. To tackle such kind of problems, we develop a general solution…
We propose the multistep port-Hamiltonian Gaussian process (MS-PHS GP) to learn physically consistent continuous-time dynamics and a posterior over the Hamiltonian from noisy, irregularly-sampled trajectories. By placing a GP prior on the…
In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…
Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…
The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…
Hamiltonian splitting methods are an established technique to derive stable and accurate integration schemes in molecular dynamics, in which additional accuracy can be gained using force gradients. For rigid bodies, a tradition exists in…
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under such operators. Furthermore, each such operator is a…
Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…