Timeline for Hamiltonian Monte Carlo vs. Sequential Monte Carlo
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 12, 2018 at 10:08 | vote | accept | Astrid | ||
| Feb 11, 2018 at 5:58 | answer | added | RemiDav | timeline score: 36 | |
| Apr 9, 2017 at 23:48 | comment | added | David C. Norris | I myself would like to understand better the relation between SMC (aka, particle filtering) and HMC. Thanks for the question! I do note this paper, which seems at first glance to represent some kind of melding of the two approaches: arxiv.org/pdf/1504.05715v2.pdf | |
| Mar 4, 2017 at 16:21 | comment | added | Taylor | Sometime you use mcmc within smc. And sometimes you use smc within mcmc. At the time of my writing this I am not aware of any papers that combine the use of hmc and smc, though. | |
| Mar 3, 2017 at 16:55 | comment | added | jaradniemi | SMC is not an MCMC technique, i.e. there is no Markov chain that is constructed when using SMC. | |
| Mar 3, 2017 at 12:09 | history | tweeted | twitter.com/StackStats/status/837636088667721728 | ||
| Mar 3, 2017 at 10:07 | history | asked | Astrid | CC BY-SA 3.0 |