3 ms·
Yes, essentially it is a random walk (i.e. Monte Carlo method, suitable for use in MCMC). The general principle/innovation is to use power-law or similarly hea
by uoaei 3y ago
Yes, essentially it is a random walk (i.e. Monte Carlo method, suitable for use in MCMC).
The general principle/innovation is to use power-law or similarly heavy-tailed distributions for step lengths as opposed to constant, Gaussian, etc. step lengths for the purpose of exiting local minima.