Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods.

Wed, 01 Jan 2020 00:00:00 +0100

Nimar S. Arora, Nazanin Khosravani Tehrani, Kinjal Divesh Shah, Michael Tingley, Yucen Lily Li, Narjes Torabi, David Noursi, Sepehr Akhavan-Masouleh, Eric Lippert, Erik Meijer:
Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods. CoRR abs/2001.05567 (2020)