No-U-Turn Sampler

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf Markov chain
gptkbp:abbreviation gptkb:NUTS
gptkbp:designedFor Bayesian inference
gptkbp:extendsTo gptkb:Hamiltonian_Monte_Carlo
gptkbp:feature adaptive path length
eliminates need to set trajectory length
gptkbp:field gptkb:machine_learning
statistics
computational statistics
https://www.w3.org/2000/01/rdf-schema#label No-U-Turn Sampler
gptkbp:introduced gptkb:Andrew_Gelman
Matthew D. Hoffman
gptkbp:introducedIn 2011
gptkbp:publicationYear 2014
gptkbp:publishedIn The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
gptkbp:relatedTo gptkb:Metropolis-Hastings_algorithm
gptkb:Gibbs_sampling
gptkbp:solvedBy efficient sampling from posterior distributions
gptkbp:usedIn gptkb:PyMC
gptkb:TensorFlow_Probability
gptkb:Stan
gptkbp:bfsParent gptkb:Hamiltonian_Monte_Carlo
gptkbp:bfsLayer 6