Construct · 1 fields · 1 citations

No-U-Turn Sampler: a standalone construct

One name. One construct. A landmark on the map.

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No-U-TurnSampler1 CONSTRUCTNo-U-Turn SamplerHOFFMAN · BAYESIAN STATISTICS

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Bayesian statistics

a Hamiltonian Monte Carlo variant that sets its trajectory length automatically by stopping when the simulated path starts to double back on itself.

In Bayesian statistics, No-U-Turn Sampler refers to a Hamiltonian Monte Carlo variant that sets its trajectory length automatically by stopping when the simulated path starts to double back on itself. This meaning comes from Hoffman (2011) in arXiv.[1]

Unit
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Nearby constructs

Hamiltonian Monte Carlo1 fields · 1 citationsanchor · a standalone constructMonte Carlo2 fields · 2 citationsjingle · one name, two constructspath3 fields · 3 citationsjingle · one word, three constructs

References

  1. Hoffman, M. D., & Gelman, A. (2011). The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo. arXiv. https://doi.org/10.48550/arxiv.1111.4246

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