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Original paper was linked from article and is here [1]. Although I'm vaguely familiar with MCMC and Metropolis, it's not nearly enough to pass comment on this
by stkni 11y ago
Original paper was linked from article and is here [1].
Although I'm vaguely familiar with MCMC and Metropolis, it's not nearly enough to pass comment on this advance.
[1] http://arxiv.org/pdf/1402.1694v4.pdf http://arxiv.org/pdf/1402.1694v4.pdf
- misterthirsty 11y agoThe significant change in Bayesian methods is moving away from Metropolis Hastings to an approach based on Hamiltonian dynamics, implemented widely in the STAN package. It would be interesting to see if this is what is being used.