An adaptive hierarchical RMHMC sampler with closed-form leapfrog integrator and automatic mass matrix tuning for efficient MCMC in high-dimensional Bayesian problems.
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ATune combines Gaussian theoretical analysis with burn-in simulation data to select system-specific splitting integrators and hyperparameter credible intervals for improved HMC stability and performance.
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Adaptive Riemannian Manifold Hamiltonian Monte Carlo with Hierarchical Metric
An adaptive hierarchical RMHMC sampler with closed-form leapfrog integrator and automatic mass matrix tuning for efficient MCMC in high-dimensional Bayesian problems.
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Adaptive tuning of Hamiltonian Monte Carlo methods
ATune combines Gaussian theoretical analysis with burn-in simulation data to select system-specific splitting integrators and hyperparameter credible intervals for improved HMC stability and performance.