论文标题

坚果算法正确吗?

Is the NUTS algorithm correct?

论文作者

Sanz-Serna, J. M.

论文摘要

本文致力于研究流行的无掉头(螺母)采样算法是否正确,即\ \是否由算法保守的目标概率分布是\ emph {emph {emph {emph {emph {emph}。事实证明,该算法中使用的吉布斯取代不总是保证是正确的。

This paper is devoted to investigate whether the popular No U-turn (NUTS) sampling algorithm is correct, i.e.\ whether the target probability distribution is \emph{exactly} conserved by the algorithm. It turns out that one of the Gibbs substeps used in the algorithm cannot always be guaranteed to be correct.

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