Hamiltonian Monte Carlo with Constrained Molecular Dynamics as Gibbs Sampling
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo and Gibbs Sampling
A major limitation towards more widespread implementation of Bayesian approaches is that obtaining the posterior distribution often requires the integration of high-dimensional functions. This can be computationally very difficult, but several approaches short of direct integration have been proposed (reviewed by Smith 1991, Evans and Swartz 1995, Tanner 1996). We focus here on Markov Chain Mon...
متن کاملMarkov Chain Monte Carlo and Gibbs Sampling
A major limitation towards more widespread implementation of Bayesian approaches is that obtaining the posterior distribution often requires the integration of high-dimensional functions. This can be computationally very difficult, but several approaches short of direct integration have been proposed (reviewed by Smith 1991, Evans and Swartz 1995, Tanner 1996). We focus here on Markov Chain Mon...
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We present a Monte Carlo sampler using a modified Nosé-Poincaré Hamiltonian along with Riemannian preconditioning. Hamiltonian Monte Carlo samplers allow better exploration of the state space as opposed to random walk-based methods, but, from a molecular dynamics perspective, may not necessarily provide samples from the canonical ensemble. Nosé-Hoover samplers rectify that shortcoming, but the ...
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Sampling from constrained target spaces for Bayesian inference is a non-trivial problem. A recent development has been the use of Hamiltonian Monte Carlo in combination with particle re ection, see [Pakman and Paninski, 2014]. However, Hamiltonian Monte Carlo is sensitive to several hyper parameters, that need to be tuned, to ensure an ecient sampler. For this purpose, [Wang et al., 2013] sugge...
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The Markov Chain Monte Carlo technique provides a means for drawing random samples from a target probability density function (pdf). MCMC allows one to assess the uncertainties in a Bayesian analysis described by a numerically calculated posterior distribution. This paper describes the Hamiltonian MCMC technique in which a momentum variable is introduced for each parameter of the target pdf. In...
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ژورنال
عنوان ژورنال: Journal of Chemical Theory and Computation
سال: 2017
ISSN: 1549-9618,1549-9626
DOI: 10.1021/acs.jctc.7b00570