Discussion of "Riemann manifold Langevin and Hamiltonian Monte Carlo methods'' by M. Girolami and B. Calderhead
作者： Luke Bornn , Gareth W. Peters , Julien Cornebise
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摘要: This technical report is the union of two contributions to discussion Read Paper "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by B. Calderhead M. Girolami, presented in front Royal Statistical Society on October 13th 2010 appear Journal Series The first comment establishes a parallel possible interactions with Adaptive methods. second exposes detailed study Riemannian Manifold (RMHMC) for weakly identifiable model presenting strong ridge its geometry.
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