RooMCMarkovChain A METROPOLIS-HASTINGS ALGORITHM FOR THE ROOT FRAMEWORK

被引:0
|
作者
Dahme, Oliver [1 ]
机构
[1] Univ Zurich, Zurich, Switzerland
来源
ACTA PHYSICA POLONICA B | 2018年 / 49卷 / 06期
关键词
D O I
10.5506/APhysPolB.49.1097
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This paper reports work done during an internship at the LHCb experiment at CERN. The task was to implement a Metropolis algorithm as a minimizer for negative log likelihood (nnl) fits into the ROOT Data analysis framework. The Metropolis algorithm is based on a MCMC which w.r.t. previously broadly used algorithm called Minuit can easily be scaled to multidimensional parameter space. Moreover, such kind of algorithms can easily be parallelized.
引用
收藏
页码:1097 / 1104
页数:8
相关论文
共 50 条
  • [1] A history of the Metropolis-Hastings algorithm
    Hitchcock, DB
    AMERICAN STATISTICIAN, 2003, 57 (04): : 254 - 257
  • [2] UNDERSTANDING THE METROPOLIS-HASTINGS ALGORITHM
    CHIB, S
    GREENBERG, E
    AMERICAN STATISTICIAN, 1995, 49 (04): : 327 - 335
  • [3] The Implicit Metropolis-Hastings Algorithm
    Neklyudov, Kirill
    Egorov, Evgenii
    Vetrov, Dmitry
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), 2019, 32
  • [4] A Metropolis-Hastings Algorithm for Task Allocation
    Hamza, Doha
    Toonsi, Sarah
    Shamma, Jeff S.
    2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2021, : 4539 - 4545
  • [5] Maximal Couplings of the Metropolis-Hastings Algorithm
    O'Leary, John
    Wang, Guanyang
    Jacob, Pierre E.
    24TH INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS (AISTATS), 2021, 130
  • [6] Density estimation for the Metropolis-Hastings algorithm
    Sköld, M
    Roberts, GO
    SCANDINAVIAN JOURNAL OF STATISTICS, 2003, 30 (04) : 699 - 718
  • [7] Control variates for the Metropolis-Hastings algorithm
    Hammer, Hugo
    Tjelmeland, Hakon
    SCANDINAVIAN JOURNAL OF STATISTICS, 2008, 35 (03) : 400 - 414
  • [8] A geometric interpretation of the Metropolis-Hastings algorithm
    Billera, LJ
    Diaconis, P
    STATISTICAL SCIENCE, 2001, 16 (04) : 335 - 339
  • [9] A history of the Metropolis-Hastings algorithm - Comment
    Kotz, S
    Johnson, NL
    Read, CB
    Banks, DL
    AMERICAN STATISTICIAN, 2004, 58 (01): : 90 - 90
  • [10] Improving on the independent Metropolis-Hastings algorithm
    Atchadé, YF
    Perron, F
    STATISTICA SINICA, 2005, 15 (01) : 3 - 18