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most citedThe No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo

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stat.CO2011★ 1.8k cited

The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo

Matthew D. Hoffman, Andrew Gelman

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC met…