TI-Stan: Model Comparison Using Thermodynamic Integration and HMC
TI-Stan: Model Comparison Using Thermodynamic Integration and HMC
We present a novel implementation of the adaptively annealed thermodynamic integration technique using Hamiltonian Monte Carlo (HMC). Thermodynamic integration with importance sampling and adaptive annealing is an especially useful method for estimating model evidence for problems that use physics-based mathematical models. Because it is based on importance sampling, this method …