Hamiltonian Monte Carlo methods in machine learning. (2023)

• Record Type: Book
• Further Information: Note: Tshilidzi Marwala, Rendani Mbuvha, Wilson Tsakane Mongwe.
• Authors: Marwala, Tshilidzi, 1971-; Mbuvha, Rendani; Mongwe, Wilson Tsakane
• Contents: 1. Introduction to Hamiltonian Monte Carlo 2. Sampling Benchmarks and Performance Metrics 3. Stochastic Volatility Metropolis-Hastings 4. Quantum-Inspired Magnetic Hamiltonian Monte Carlo 5. Generalised Magnetic and Shadow Hamiltonian Monte Carlo 6. Shadow Hamiltonian Monte Carlo Methods 7. Adaptive Shadow Hamiltonian Monte Carlo Methods 8. Adaptive Noncanonical Hamiltonian Monte Carlo 9. Antithetic Hamiltonian Monte Carlo Techniques 10. Application: Bayesian Neural Network Inference in Wind Speed Forecasting 11. Application: A Bayesian Analysis of Lockdown Alert Level Framework for Combating COVID-19 12. Application: Probabilistic Inference of Equity Option Prices Under Jump-Di 13. Application: Bayesian Inference of Local Government Audit Outcomes 14. Open Problems in Sampling Appendix A: Separable Shadow Hamiltonian B: Automatic Relevance Determination C: Audit Outcome Literature Survey
• Publisher Details: Amsterdam : Academic Press
• Publication Date: 2023
• Extent: 1 online resource (300 pages)
• Subjects: 006.3101518282; Machine learning -- Mathematics; Monte Carlo method; Hamiltonian systems
• Languages: English
• ISBNs: 9780443190360
• Related ISBNs: 9780443190353
• Notes: Note: Description based on CIP data; resource not viewed.
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