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Robust Monte Carlo Sampling using Riemannian Nosé-Poincaré Hamiltonian Dynamics

ICML 2016 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Hamiltonian Monte Carlo · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Riemannian Nosé-Poincaré dynamics (SGR-NPHMC) instead of SG-NHTtopic modeling with gamma-GP model · 20-Newsgroupstest perplexity: 758 to 723Helped
Riemannian Nosé-Poincaré dynamics (SGR-NPHMC) instead of SG-NHTtopic modeling with gamma-GP model · Reuterstest perplexity: 929 to 904Helped
Gamma-NB rather than gamma-GP prior in SGR-NPHMC (ablation)SGR-NPHMC topic model · Reuterstest perplexity: 904 to 930Hurt
Riemannian Nosé-Poincaré dynamics with noise correction vs SG-NHT on 1D Gaussianmean estimation · 1D GaussianRMSE (mu): 0.0375 (SG-NHT, A=1) to 0.0244 (SGR-NPHMC, A,B=0.001)Helped
Riemannian Nosé-Poincaré dynamics vs SG-NHT on 1D Gaussian precisionprecision estimation · 1D GaussianRMSE (tau): 0.0471 (SG-NHT) to 0.0466 (SGR-NPHMC)Helped
Varying noise correction strength {A,B} from 0.01 to 0.0001 in SGR-NPHMC (ablation)SGR-NPHMC on 1D Gaussian · 1D Gaussianautocorrelation time (mu): 14.90 at 0.01, 13.63 at 0.001, 2.59 at 0.0001Mixed
Riemannian metric preconditioning with Nosé-Poincaré dynamics on Bayesian logistic regressionSGR-NPHMC · synthetic Bayesian logistic regressionRMSE for parametersHelped
Fixed-point iterations instead of Newton updates for implicit system (ablation)SGR-NPHMC on real datasets · real datasetsmixing stabilityHurt

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