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Inference with Hamiltonian Sequential Monte Carlo Simulators

12/19/2018

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by Remi Daviet, et al.

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The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for inference in presence of difficult likelihoods or target functions. Several examples are provided.

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