Predictive adaptation of hybrid Monte Carlo with bandits
This thesis introduces a novel way of adapting the Hybrid Monte Carlo (HMC) algorithm using Gaussian process bandits. HMC is a powerful Markov chain Monte Carlo (MCMC) method, but it requires careful tuning of its hyper-parameters. We propose a Gaussian process bandit approach to carry out the adapt...
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| Language: | English |
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University of British Columbia
2012
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| Online Access: | http://hdl.handle.net/2429/43362 |
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