Hessian corrections to Hybrid Monte Carlo
classification
📊 stat.CO
keywords
hessianalgorithmscarlocorrectionsderivativesevaluatedhybridintroduced
read the original abstract
A method for the introduction of second-order derivatives of the log likelihood into HMC algorithms is introduced, which does not require the Hessian to be evaluated at each leapfrog step but only at the start and end of trajectories.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.