No-U-Turn Sampler

E898983

The No-U-Turn Sampler is an adaptive variant of Hamiltonian Monte Carlo that automatically tunes trajectory lengths to efficiently explore complex probability distributions without manual parameter selection.

All labels observed (1)

Label Occurrences
No-U-Turn Sampler canonical 6

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf Hamiltonian Monte Carlo variant ⓘ
Markov chain Monte Carlo algorithm ⓘ
adaptive MCMC method ⓘ
abbreviation NUTS ⓘ
advantageOver standard HMC with fixed trajectory length ⓘ
aimsTo efficiently explore complex probability distributions ⓘ
improve mixing of Markov chains ⓘ
improve sampling efficiency ⓘ
reduce random walk behavior in MCMC ⓘ
assumes ability to compute gradients of log posterior ⓘ
basedOn Hamiltonian Monte Carlo ⓘ
category gradient-based MCMC method ⓘ
comparedTo standard Hamiltonian Monte Carlo ⓘ
field Bayesian statistics ⓘ
computational statistics ⓘ
machine learning ⓘ
fullName No-U-Turn Sampler ⓘ
hasComponent U-turn stopping rule ⓘ
step size adaptation procedure ⓘ
tree-building procedure ⓘ
hasFeature adaptive trajectory length ⓘ
automatic tuning of path length ⓘ
dynamic integration time ⓘ
no manual number of leapfrog steps selection ⓘ
no manual trajectory length selection ⓘ
stopping criterion based on U-turn detection ⓘ
hasVariant NUTS with dual averaging step size adaptation ⓘ
implementedIn NumPyro ⓘ
PyMC ⓘ
linked to: PyMC3

Stan ⓘ
TensorFlow Probability ⓘ
Turing.jl ⓘ
linked to: Julia
introducedBy Andrew Gelman ⓘ
Matthew D. Hoffman ⓘ
introducedInPublication No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo ⓘ
property maintains detailed balance ⓘ
produces asymptotically exact samples under regularity conditions ⓘ
reduces need for manual tuning compared to basic HMC ⓘ
suitable for high-dimensional parameter spaces ⓘ
uses gradient information of log posterior ⓘ
publicationYear 2011 ⓘ
requires differentiable log density ⓘ
targetDistribution continuous probability distributions ⓘ
usedFor Bayesian posterior inference ⓘ
hierarchical Bayesian models ⓘ
probabilistic modeling ⓘ
sampling from posterior distributions ⓘ
uses Hamiltonian dynamics ⓘ
leapfrog integrator ⓘ

How these facts were elicited

Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Hamiltonian Monte Carlo → generalization → No-U-Turn Sampler ⓘ
PyMC3 → supportsMethod → No-U-Turn Sampler ⓘ
No-U-Turn Sampler → fullName → No-U-Turn Sampler ⓘ
Stan → primaryInferenceMethod → No-U-Turn Sampler ⓘ
NumPyro → supports → No-U-Turn Sampler ⓘ