Reference
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo, Matthew D. Hoffman, Andrew Gelman. Journal of Machine Learning Research(2014)

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Seminar

Hamiltonian Monte Carlo Sampling

Metropolis, Slice or Gibbs sampling tend to be inefficient when applied in high dimensions due to their local random walk behaviour. …

Maternus Herold
Probabilistic Models
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