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Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
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Energy
Integration Time
H
T
V
FIGURE 4.10
Although the variation in the potential energy, V , is still limited by the vari-
ation in the kinetic energy, T , the introduction of the log determinant term
in Riemannian Hamiltonian Monte Carlo allows the kinetic energy sufficiently
large variation that the potential is essentially unconstrained in practice.
diagonal metric
7
to the generated data.
8
The step size parameter in each case
was tuned to be as large as possible while still yielding consistent estimates
with a baseline sample (Figure 4.12).
Although the pathologies of the
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Publisher Resources

ISBN: 9781482235128