Research map / Probabilistic and scientific modeling / Variational and generative sampling
Pseudo-Extended Markov chain Monte Carlo
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use pseudo-extended HMC instead of standard HMC | HMC · 20-component Gaussian mixture, Scenario (a) | RMSE of E[X1]: 2.69 -> 0.11 | Helped |
| Use pseudo-extended HMC instead of standard HMC | HMC · 20-component Gaussian mixture, Scenario (b) | RMSE of E[X1]: 0.27 -> 0.05 | Helped |
| Add more pseudo-samples, from N=2 to N=20 (ablation) | PE-HMC · 20-component Gaussian mixture, Scenario (a) | RMSE of E[X1]: 0.11 -> 0.02 | Helped |
| Add more pseudo-samples, from N=2 to N=20 (ablation) | PE-HMC · 20-component Gaussian mixture, Scenario (b) | RMSE of E[X1]: 0.05 -> 0.03 | Helped |
| Fix beta rather than estimate it (ablation) | PE-HMC · 20-component Gaussian mixture, Scenario (a) | RMSE of moment estimates | Mixed |
| Fix beta rather than estimate it (ablation) | PE-HMC · Boltzmann machine relaxation | RMSE of moment estimates | Mixed |
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