Research map / Probabilistic and scientific modeling / Variational and generative sampling
Nonparametric Hamiltonian Monte Carlo
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use NP-DHMC instead of PGibbs | Geometric distribution inference · Geometric distribution | TVD: 0.0158 -> 0.0136 | Helped |
| Use NP-DHMC instead of RMH | Geometric distribution inference · Geometric distribution | TVD: 0.0196 -> 0.0136 | Helped |
| Use NP-DHMC instead of LMH | Geometric distribution inference · Geometric distribution | TVD: 0.0224 -> 0.0136 | Helped |
| Use NP-DHMC for posterior inference | One-sided random walk model · Random walk | effective sample size | Helped |
| Use NP-DHMC for posterior inference | Gaussian mixture model · Gaussian mixture model | LPPD | Helped |
| Use NP-DHMC for posterior inference | Dirichlet process mixture model · Dirichlet process mixture model | LPPD | Helped |
| Use Pyro HMC or NUTS instead of NP-DHMC | One-sided random walk model · Random walk | posterior accuracy | Hurt |
| Add trace trimming to the extend procedure (ablation) | NP-DHMC · Experiments | performance | Helped |
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