Skip to content

Opening book details…

Can I read HMCF - Hamiltonian Monte Carlo Sampling for Fields - A Python framework for HMC sampling with NIFTy on EtoBox?

HMCF - Hamiltonian Monte Carlo Sampling for Fields - A Python framework for HMC sampling with NIFTy by Lienhard, Christoph; Enßlin, Torsten A. is a scholarly article available to read on EtoBox.

What is HMCF - Hamiltonian Monte Carlo Sampling for Fields - A Python framework for HMC sampling with NIFTy about?

HMCF "Hamiltonian Monte Carlo for Fields" is a software add-on for the NIFTy "Numerical Information Field Theory" framework implementing Hamiltonian Monte Carlo (HMC) sampling in Python. HMCF as well as NIFTy are designed to address inference problems in high-dimensional spatially correlated setups such as image reconstruction. HMCF adds an HMC sampler to NIFTy that automatically adjusts the many free parameters steering the HMC sampling machinery. A wide variety of features ensure efficient full-posterior sampling for high-dimensional inference problems. These features include integration step size adjustment, evaluation of the mass matrix, convergence diagnostics, higher order symplectic integration and simultaneous sampling of parameters and hyperparameters in Bayesian hierarchical models.

Author
Lienhard, Christoph; Enßlin, Torsten A.
Published
2018
Language
EN

More by Lienhard, Christoph; Enßlin, Torsten A.

Browse all works by Lienhard, Christoph; Enßlin, Torsten A.