Research map / Probabilistic and scientific modeling / Variational and generative sampling
Magnetic Hamiltonian Monte Carlo
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add magnetic dynamics coupling large- and small-variance directions | HMC · 2D ill-conditioned Gaussian | absolute bias x1^2: .947 -> .657 | Helped |
| Add magnetic dynamics coupling large- and small-variance directions | HMC · 2D ill-conditioned Gaussian | absolute bias x2^2: .00108 -> .000280 | Helped |
| Add magnetic dynamics coupling large- and small-variance directions | HMC · 10D ill-conditioned Gaussian | absolute bias x1^2: 24.7 -> 9.68 | Helped |
| Add magnetic dynamics coupling large- and small-variance directions | HMC · 10D ill-conditioned Gaussian | absolute bias x10^2: 0.00376 -> 0.00127 | Helped |
| Add magnetic field with g=0.1 | HMC · 2D Gaussian mixture | bias x: .0132 -> .00239 | Helped |
| Add magnetic field with g=0.1 | HMC · 2D Gaussian mixture | bias x^2: 0.00264 -> 0.000596 | Helped |
| Add magnetic perturbation in the ab plane | HMC · FitzHugh-Nagumo posterior | ESS(b)/time (s): 1.33 -> 1.47 | Helped |
| Add magnetic perturbation in the ab plane | HMC · FitzHugh-Nagumo posterior | ESS(c)/time (s): 2.55 -> 2.77 | Helped |
| Add magnetic perturbation in the ac plane | HMC · FitzHugh-Nagumo posterior | ESS(b)/time (s): 1.33 -> 1.42 | Helped |
| Add magnetic perturbation in the ac plane | HMC · FitzHugh-Nagumo posterior | ESS(c)/time (s): 2.55 -> 2.64 | Helped |
| Add magnetic perturbation in the bc plane | HMC · FitzHugh-Nagumo posterior | ESS(b)/time (s): 1.33 -> 1.37 | Helped |
| Add magnetic perturbation in the bc plane | HMC · FitzHugh-Nagumo posterior | ESS(c)/time (s): 2.55 -> 2.73 | Helped |
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