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http://ir.mu.ac.ke:8080/jspui/handle/123456789/6941| Title: | Natural gradient evolution strategies for adaptive samplin |
| Authors: | Kiprop, Ambrose K. Ronoh, Nixon Milgo, Edna |
| Keywords: | Adaptive MCMC Evolution strategies Natural gradient |
| Issue Date: | 2022 |
| Abstract: | We evaluate two (1+1)-natural evolution strategies (NES) turned into adaptive Markov chain Monte Carlo (MCMC) samplers on a test suite of probability distributions. We compare their performance with the AM-family of samplers considered to be the state of the art in adaptive MCMC. Our experiments show that natural gradient-based adaptation used in NES further improves adaptive MCMC |
| URI: | http://ir.mu.ac.ke:8080/jspui/handle/123456789/6941 |
| Appears in Collections: | School of Biological and Physical Sciences |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NR_GeccoPublication2022.pdf | 667.32 kB | Adobe PDF | View/Open |
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