Open ParadaCarleton opened 3 years ago
Dropping this paper on autocorrelation-reducing techniques for HMC by sampling with anticorrelated proposals here: http://proceedings.mlr.press/v108/piponi20a/piponi20a.pdf
Closely related to the QMC suggestion in another issue earlier, but more likely to yield practically useful results with much smaller amounts of work.
Dropping this paper on autocorrelation-reducing techniques for HMC by sampling with anticorrelated proposals here: http://proceedings.mlr.press/v108/piponi20a/piponi20a.pdf
Closely related to the QMC suggestion in another issue earlier, but more likely to yield practically useful results with much smaller amounts of work.