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English(EN) Notes on Hamiltonian Monte Carlo from a purely probabilistic perspective [P]

从概率论角度解释Hamiltonian Monte Carlo

本文深入探讨了Hamiltonian Monte Carlo (HMC),一种为现代贝叶斯推断和PyMC等统计机器学习框架提供支持的复杂算法。HMC起源于物理学,是马尔可夫链蒙特卡洛 (MCMC) 的一个变体,已广泛应用于流行病学和野火建模等领域。本文旨在逆向工程HMC,解释其概率基础以及如何生成后验分布,超越了通常基于物理学的动机。 AI

影响 加深了对现代贝叶斯推断和机器学习中核心算法的理解。

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从概率论角度解释Hamiltonian Monte Carlo

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报道来源 [2]

  1. Towards AI TIER_1 English(EN) · Ruiz Rivera ·

    逆向工程Hamiltonian Monte Carlo:现代贝叶斯推理背后的MCMC引擎

    <figure><img alt="" src="https://cdn-images-1.medium.com/max/1024/1*eWAOo7ph7bwzBFZVwTJqdQ.jpeg" /><figcaption>Photo by <a href="https://unsplash.com/@seitamaaphotography?utm_source=unsplash&amp;utm_medium=referral&amp;utm_content=creditCopyText">Sandra Seitamaa</a> on <a href="h…

  2. r/MachineLearning TIER_1 English(EN) · /u/aybehrouz ·

    从纯粹概率论角度看Hamiltonian Monte Carlo [P]

    <!-- SC_OFF --><div class="md"><p>I’ve been studying Hamiltonian Monte Carlo and wrote a set of notes explaining HMC without relying on the usual physics-based motivation.</p> <p>The notes develop HMC from a probabilistic/MCMC perspective, starting from introducing an auxiliary v…