Positive Curvature and Hamiltonian Monte Carlo

NeurIPS 2014 Christof SeilerSimon Rubinstein-SalzedoSusan Holmes

The Jacobi metric introduced in mathematical physics can be used to analyze Hamiltonian Monte Carlo (HMC). In a geometrical setting, each step of HMC corresponds to a geodesic on a Riemannian manifold with a Jacobi metric... (read more)

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