• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Faculty of Mathematics and Natural Sciences
  • Department of Informatics
  • Department of Informatics
  • Vis innførsel
  •   Hjem
  • Faculty of Mathematics and Natural Sciences
  • Department of Informatics
  • Department of Informatics
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Improving Efficiency in Parameter Estimation Using the Hamiltonian Monte Carlo Algorithm

Alfaki, Mohammed
Master thesis
Thumbnail
Åpne
47444077.pdf (1.386Mb)
Permanent lenke
https://hdl.handle.net/1956/3202
Utgivelsesdato
2008
Metadata
Vis full innførsel
Samlinger
  • Department of Informatics [748]
Sammendrag
This thesis investigates three approaches to improve the performance of the Hamiltonian Monte Carlo algorithm. The first approach enhances the Hamiltonian Monte Carlo by suppressing random walk in the Gibbs sampling using ordered over--relaxation. The second approach investigates the simulation of the Hamiltonian dynamics using an adaptive step--size to reduce the error of the simulation. The third proposal is to combine the two versions into one algorithm.
Utgiver
The University of Bergen
Opphavsrett
The author
Copyright the author. All rights reserved

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit