Variational Hamiltonian Monte Carlo via Score Matching

6 Feb 2016Cheng ZhangBabak ShahbabaHongkai Zhao

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining variational Bayesian inference and MCMC simulation in order to improve their overall accuracy and computational efficiency... (read more)

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