TI-Stan: Adaptively Annealed Thermodynamic Integration with HMC <sup>†</sup>
We present a novel implementation of the adaptively annealed thermodynamic integration technique using Hamiltonian Monte Carlo (HMC). Thermodynamic integration with importance sampling and adaptive annealing is an especially useful method for estimating model evidence for problems that use physics-b...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-11-01
|
| Series: | Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3900/33/1/9 |