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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 | |
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NR_GeccoPublication2022.pdf | 667.32 kB | Adobe PDF | View/Open |
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