arXiv (Cornell University)· 2014· Preprint
The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- 3,282citations
- 2014year
Short summary
The No-U-Turn Sampler (NUTS) eliminates the need to manually set the number of steps (L) in Hamiltonian Monte Carlo (HMC) by automatically determining an optimal path length, performing comparably to or better than tuned HMC without user intervention.
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Statistics and ProbabilityMathematics