MétaCan
Menu
Retour à la cohorte
Enregistrement W1840847274 · doi:10.1201/9781003453420-2

MCMC Using Hamiltonian Dynamics

2011· preprint· en· W1840847274 sur OpenAlex

Pourquoi ce travail est dans la base

Une base qui oublie comment elle a trouvé un travail ne peut pas être vérifiée. Voici les voies qui ont admis celui-ci.

affAu moins un auteur déclare une institution canadienne dans l'instantané OpenAlex épinglé.
fundUn bailleur canadien est enregistré sur le travail.

Notice bibliographique

Revuenon disponible
Typepreprint
Langueen
DomaineMathematics
ThématiqueMarkov Chains and Monte Carlo Methods
Établissements canadiensUniversity of Toronto
Organismes subventionnairesNatural Sciences and Engineering Research Council of Canada
Mots-clésHamiltonian (control theory)Statistical physicsHamiltonian mechanicsComputationDiscretizationHybrid Monte CarloJacobian matrix and determinantApplied mathematicsMonte Carlo methodComputer scienceMathematicsMathematical optimizationMarkov chain Monte CarloAlgorithmPhysicsMathematical analysisPhase spaceQuantum mechanics

Résumé

récupéré en direct d'OpenAlex

Despite a few notable uses of simulation of random processes in the pre-computer era (Hammersley and Handscomb, 1964, Section 1.2; Stigler, 2002, Chapter 7), practical widespread use of simulation had to await the invention of computers. Almost as soon as computers were invented, they were used for simulation (Hammersley and Handscomb, 1964, Section 1.2). The name “Monte Carlo” started as cuteness-gambling was then (around 1950) illegal in most places, and the casino at Monte Carlo was the most famous in the world-but it soon became a colorless technical term for simulation of random processes. Markov chain Monte Carlo (MCMC) was invented soon after ordinary Monte Carlo atLos Alamos, one of the few places where computers were available at the time. Metropolis et al. (1953)∗ simulated a liquid in equilibrium with its gas phase. The obvious way to find out about the thermodynamic equilibrium is to simulate the dynamics of the system, and let it run until it reaches equilibrium. The tour de force was their realization that they did not need to simulate the exact dynamics; they only needed to simulate someMarkov chain having the same equilibrium distribution. Simulations following the scheme of Metropolis et al. (1953) are said to use the Metropolis algorithm. As computers became more widely available, the Metropolis algorithm was widely used by chemists and physicists, but it did not become widely known among statisticians until after 1990. Hastings (1970) generalized the Metropolis algorithm, and simulations following his scheme are said to use the Metropolis-Hastings algorithm. A special case of the Metropolis-Hastings algorithm was introduced by Geman and Geman (1984), apparently without knowledge of earlier work. Simulations following their scheme are said to use the Gibbs sampler. Much of Geman and Geman (1984) discusses optimization to find the posterior mode rather than simulation, and it took some time for it to be understood in the spatial statistics community that the Gibbs sampler simulated the posterior distribution, thus enabling full Bayesian inference of all kinds. Amethodology that was later seen to be very similar to the Gibbs sampler was introduced by Tanner and Wong (1987), again apparently without knowledge of earlier work. To this day, some refer to the Gibbs sampler as “data augmentation” following these authors. Gelfand and Smith (1990)made thewider Bayesian community aware of theGibbs sampler, which up to that time had been known only in the spatial statistics community. Then it took off; as of this writing, a search for Gelfand and Smith (1990) on Google Scholar yields 4003 links to other works. It was rapidly realized that most Bayesian inference couldresearchers to properly understand the theory of MCMC (Geyer, 1992; Tierney, 1994) and that all of the aforementionedworkwas a special case of the notion ofMCMC. Green (1995) generalized theMetropolis-Hastings algorithm, asmuch as it can be generalized.Although this terminology is not widely used, we say that simulations following his scheme use the Metropolis-Hastings-Green algorithm. MCMC is not used only for Bayesian inference. Likelihood inference in caseswhere the likelihood cannot be calculated explicitly due tomissing data or complex dependence can also useMCMC (Geyer, 1994, 1999; Geyer and Thompson, 1992, 1995, and references cited therein).

Récupéré en direct depuis OpenAlex et désinversé. Les résumés ne sont pas conservés dans cette base de données : les index inversés représentent 8,6 Go des 9,3 Go de texte de la base, et le serveur dispose de 13 Go libres.

Prédiction distillée sur la base complète

Imitation des enseignants

Ni prévalence calibrée, ni vérité terrain. Validation humaine à venir. Apprise à partir de 10 348 étiquettes directes de Codex et de 10 348 étiquettes directes de Gemma. Le mode candidate est l'union des têtes enseignantes seuillées; le consensus est leur intersection. Ces sorties portent le statut machine_predicted_unvalidated et ne sont ni des étiquettes humaines ni des étiquettes directes de modèles de pointe.

score de la tête « metaresearch » (Codex)0,001
score de la tête « metaresearch » (Gemma)0,000
Version: codex-gemma-dda1882f352aStatut de validation: machine_predicted_unvalidated
Catégories candidatesMéta-épidémiologie (sens strict)
Catégories consensuellesaucune
DomaineSignal candidat: aucune · Signal consensuel: aucune
Devis d'étudeSignal candidat: Théorique ou conceptuel · Signal consensuel: Théorique ou conceptuel
GenreSignal candidat: Méthodes · Signal consensuel: Méthodes
Score de désaccord entre enseignants0,360
Score d'incertitude au seuil1,000

Scores Codex et Gemma par catégorie

CatégorieCodexGemma
Métarecherche0,0010,000
Méta-épidémiologie (sens strict)0,0000,000
Méta-épidémiologie (sens large)0,0010,000
Bibliométrie0,0000,000
Études des sciences et des technologies0,0000,000
Communication savante0,0000,000
Science ouverte0,0000,001
Intégrité de la recherche0,0010,001
Charge utile insuffisante (le modèle a refusé de juger)0,0000,000

Scores machine (provisoires)

Les deux têtes enseignantes du modèle étudiant, lues sur ce travail. Un score ordonne la base pour la relecture; il n'affirme jamais une catégorie, et le statut de validation accompagne chaque rangée tel quel.

Scores de référence d'un modèle non mature (critères de maturité non atteints, 7 itérations). Un score ordonne; il n'affirme jamais une catégorie.

Tête enseignante Opus0,264
Tête enseignante GPT0,407
Écart entre enseignants0,144 · la distance entre les deux têtes enseignantes sur ce seul travail
Statut de validationscore_only:v0-immature-baseline · tel quel depuis la passe de notation : score_only signifie que le nombre peut ordonner les travaux, et qu'aucune étiquette de catégorie n'en découle

En bref

Citations542
Publié2011
Routes d'admission2
Résumé présentoui

Explorer davantage

Même sujetMarkov Chains and Monte Carlo MethodsTravaux en français237 207