{"id":3785,"date":"2023-08-18T17:00:45","date_gmt":"2023-08-18T08:00:45","guid":{"rendered":"https:\/\/julialang.kr\/?p=3785"},"modified":"2023-08-24T17:46:48","modified_gmt":"2023-08-24T08:46:48","slug":"julia-%ed%86%b5%ea%b3%84-sampler-sampler-%eb%b9%84%ea%b5%90-with-chatgpt","status":"publish","type":"post","link":"https:\/\/julialang.kr\/?p=3785","title":{"rendered":"[Julia, \ud1b5\uacc4, Sampler] Turing Sampler \ube44\uad50 (with ChatGPT)"},"content":{"rendered":"\n

[Q] \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0 \uc0ac\uc6a9\ud558\ub294 sampler\uc911\uc5d0 MH, HMC\ub97c \ube44\uad50\ud574\uc918<\/p>\n\n\n\n

[A] <\/p>\n\n\n\n

\ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0\uc11c \uc0ac\uc6a9\ub418\ub294 \uc0d8\ud50c\ub9c1 \uc54c\uace0\ub9ac\uc998\uc778 Metropolis-Hastings(MH)\uc640 Hamiltonian Monte Carlo(HMC)\ub294 \uc8fc\uc5b4\uc9c4 \uc0ac\ud6c4 \ubd84\ud3ec\ub85c\ubd80\ud130 \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \ub450 \uc54c\uace0\ub9ac\uc998\uc740 \uadf8 \uc6d0\ub9ac\uc640 \uc7a5\ub2e8\uc810\uc5d0 \uc788\uc5b4 \ub2e4\uc591\ud55c \ucc28\uc774\uc810\uc744 \ubcf4\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n

    \n
  1. Metropolis-Hastings (MH)<\/strong><\/li>\n<\/ol>\n\n\n\n
      \n
    • \uc6d0\ub9ac<\/strong>: \ud604\uc7ac \uc0c1\ud0dc\uc5d0\uc11c \uc784\uc758\ub85c \ub2e4\uc74c \uc0c1\ud0dc\ub97c \uc81c\uc548\ud558\uace0, \ud655\ub960\uc801\uc778 \uae30\uc900\uc5d0 \ub530\ub77c \uadf8 \uc0c1\ud0dc\ub97c \uc218\ub77d\ud558\uac70\ub098 \uac70\ubd80\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
    • \uc7a5\uc810<\/strong>:\n
        \n
      • \uad6c\ud604\uc774 \uac04\ub2e8\ud558\uba70, \ub2e4\uc591\ud55c \uc81c\uc548 \ubd84\ud3ec(proposal distribution)\uc640 \ud568\uaed8 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
      • \ub2e4\uc591\ud55c \ubb38\uc81c\uc5d0 \ud65c\uc6a9 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n
      • \ub2e8\uc810<\/strong>:\n
          \n
        • \uc81c\uc548 \ubd84\ud3ec\uc758 \uc120\ud0dd\uc5d0 \ub530\ub77c \uc218\ub834 \uc18d\ub3c4\uc640 \ud6a8\uc728\uc131\uc774 \ud06c\uac8c \ub2ec\ub77c\uc9c8 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
        • \uace0\ucc28\uc6d0\uc774\ub098 \ubcf5\uc7a1\ud55c \ud615\ud0dc\uc758 \ubd84\ud3ec\uc5d0\uc11c\ub294 \ube44\ud6a8\uc728\uc801\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
        • \ub9ce\uc740 \uac70\ubd80 \ub2e8\uacc4\ub85c \uc778\ud574 \ud6a8\uc728\uc131\uc774 \ub0ae\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n
            \n
          1. Hamiltonian Monte Carlo (HMC)<\/strong><\/li>\n<\/ol>\n\n\n\n
              \n
            • \uc6d0\ub9ac<\/strong>: \ubaa9\ud45c \ubd84\ud3ec\uc758 \uadf8\ub798\ub514\uc5b8\ud2b8(gradient) \uc815\ubcf4\ub97c \uc0ac\uc6a9\ud558\uc5ec \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \ubb3c\ub9ac\ud559\uc5d0\uc11c\uc758 Hamiltonian \ubc29\uc815\uc2dd\uc744 \ubaa8\ubc29\ud558\uc5ec, \uc785\uc790\uac00 \uc5d0\ub108\uc9c0 \ubcf4\uc874 \uc6d0\uce59 \uc544\ub798\uc5d0\uc11c \uc6c0\uc9c1\uc774\ub294 \uac83\ucc98\ub7fc \ud45c\ubcf8 \uacf5\uac04\uc5d0\uc11c \uc6c0\uc9c1\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n
            • \uc7a5\uc810<\/strong>:\n
                \n
              • \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\ub97c \uc0ac\uc6a9\ud558\uae30 \ub54c\ubb38\uc5d0 MH\uc5d0 \ube44\ud574 \ud6e8\uc52c \ub354 \ud6a8\uc728\uc801\uc73c\ub85c \ud45c\ubcf8\uc744 \uc0dd\uc131\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
              • \uace0\ucc28\uc6d0\uc774\ub098 \ubcf5\uc7a1\ud55c \ubd84\ud3ec\uc5d0\uc11c\ub3c4 \ud6a8\uc728\uc801\uc778 \uc0d8\ud50c\ub9c1\uc774 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
              • \uac70\ubd80\uc728\uc774 \uc77c\ubc18\uc801\uc73c\ub85c \ub0ae\uc73c\ubbc0\ub85c, \uc5f0\uc18d\uc801\uc778 \uc0d8\ud50c \uc0ac\uc774\uc758 \uc0c1\uad00\uc131\uc774 \uc904\uc5b4\ub4ed\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n
              • \ub2e8\uc810<\/strong>:\n
                  \n
                • \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\uac00 \ud544\uc694\ud558\ubbc0\ub85c, \uc774\ub97c \uacc4\uc0b0\ud560 \uc218 \uc788\uc5b4\uc57c \ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                • \uad6c\ud604 \ubc0f \ud29c\ub2dd\uc774 \ubcf5\uc7a1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. (\uc608: leapfrog \uc2a4\ud15d \uc218, \uc2a4\ud15d \uc0ac\uc774\uc988 \ub4f1)<\/li>\n\n\n\n
                • \ubaa9\ud45c \ubd84\ud3ec\uac00 \uadf8\ub798\ub514\uc5b8\ud2b8\ub97c \uc81c\uacf5\ud558\uc9c0 \uc54a\ub294 \uacbd\uc6b0 \uc801\uc6a9\uc774 \uc5b4\ub835\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n

                  \uacb0\ub860<\/strong>: HMC\ub294 \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\ub97c \ud65c\uc6a9\ud574 \ub354 \ud6a8\uc728\uc801\uc73c\ub85c \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ubbc0\ub85c, \uace0\ucc28\uc6d0\uc774\ub098 \ubcf5\uc7a1\ud55c \ubd84\ud3ec\uc5d0 \ub300\ud55c \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0 \ud2b9\ud788 \uc720\uc6a9\ud569\ub2c8\ub2e4. \uadf8\ub7ec\ub098, \uad6c\ud604\uacfc \ud29c\ub2dd\uc774 MH\ubcf4\ub2e4 \ubcf5\uc7a1\ud558\uba70, \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. MH\ub294 \ub354 \uc77c\ubc18\uc801\uc774\uace0 \uc720\uc5f0\ud558\uc9c0\ub9cc, \ud2b9\uc815 \ubb38\uc81c\uc5d0 \ub530\ub77c \uc218\ub834 \uc18d\ub3c4\uac00 \ub290\ub9b4 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n

                  [Q] \uadf8\ub7ec\uba74 SMC\uacfc \ube44\uad50 \ud574\uc918<\/strong><\/p>\n\n\n\n

                  [A] <\/p>\n\n\n\n

                  Sequential Monte Carlo (SMC)\ub294 Particle Filtering\uacfc\ub3c4 \uc54c\ub824\uc838 \uc788\uc73c\uba70, \ub2e4\uc591\ud55c \uc0c1\ud669\uc5d0\uc11c \ubcf5\uc7a1\ud55c \ubd84\ud3ec\ub85c\ubd80\ud130 \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \uc54c\uace0\ub9ac\uc998\uc785\ub2c8\ub2e4. \uc5ec\uae30\uc5d0\uc11c\ub294 SMC\uc640 MH, HMC\ub97c \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc758 \ubb38\ub9e5\uc5d0\uc11c \ube44\uad50\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n

                  Sequential Monte Carlo (SMC):<\/p>\n\n\n\n

                    \n
                  • \uc6d0\ub9ac<\/strong>: SMC\ub294 \uc5ec\ub7ec \uac1c\uc758 “\uc785\uc790” \ub610\ub294 “\ud45c\ubcf8”\uc744 \uc0ac\uc6a9\ud558\uc5ec \ubaa9\ud45c \ubd84\ud3ec\ub97c \uadfc\uc0ac\ud569\ub2c8\ub2e4. \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud654\ud558\ub294 \ubaa9\ud45c \ubd84\ud3ec\uc5d0 \ub300\ud574 \uc77c\ub828\uc758 \uc911\uac04 \ubd84\ud3ec\ub4e4\uc744 \uc815\uc758\ud558\uace0, \uc785\uc790\ub4e4\uc744 \uc774 \uc911\uac04 \ubd84\ud3ec\ub4e4\uc744 \ub530\ub77c \uc774\ub3d9\uc2dc\ud0b5\ub2c8\ub2e4. \uc774 \uacfc\uc815\uc5d0\uc11c \uac00\uc911\uce58 \uc7ac\uc870\uc815, \ub9ac\uc0d8\ud50c\ub9c1 \ub4f1\uc758 \ub2e8\uacc4\ub97c \uac70\uce69\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • \uc7a5\uc810<\/strong>:<\/li>\n\n\n\n
                  • \ube44\uc120\ud615 \ubc0f \ube44\uc815\uc0c1 \ub3d9\uc801 \ubaa8\ub378\uc5d0 \ub9e4\uc6b0 \uc801\ud569\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • \ubcf5\uc7a1\ud55c \ud615\ud0dc\uc758 \uace0\ucc28\uc6d0 \ubd84\ud3ec\uc5d0 \ub300\ud574\uc11c\ub3c4 \ud6a8\uacfc\uc801\uc73c\ub85c \uc801\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • SMC\ub294 \ud2b9\uc815 \uc2dc\uc810\uc5d0\uc11c\uc758 \uc0ac\ud6c4 \ubd84\ud3ec\ubfd0\ub9cc \uc544\ub2c8\ub77c, \uc2dc\uac04\uc5d0 \ub530\ub978 \uc804\uccb4 \uc0ac\ud6c4 \ubd84\ud3ec\uc758 \uacbd\ub85c(trajectory)\uc5d0 \ub300\ud55c \uc815\ubcf4\ub3c4 \uc81c\uacf5\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • \ub2e8\uc810<\/strong>:<\/li>\n\n\n\n
                  • \uc785\uc790\uc758 \uc218\uc5d0 \ub530\ub77c \uacc4\uc0b0 \ube44\uc6a9\uc774 \ub192\uc544\uc9c8 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • \ub9ac\uc0d8\ud50c\ub9c1 \ub2e8\uacc4\uc5d0\uc11c \uc785\uc790 \ub2e4\uc591\uc131\uc774 \uc190\uc2e4\ub420 \uc218 \uc788\uc5b4, \uc774\ub97c \ubc29\uc9c0\ud558\uae30 \uc704\ud55c \uc804\ub7b5\uc774 \ud544\uc694\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                  • \uc911\uac04 \ubd84\ud3ec\uc758 \uc120\ud0dd\uc774 \uc54c\uace0\ub9ac\uc998\uc758 \ud6a8\uc728\uc131\uc5d0 \uc601\ud5a5\uc744 \uc904 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n

                    Metropolis-Hastings (MH)\uc640 Hamiltonian Monte Carlo (HMC)\uc640\uc758 \ube44\uad50<\/strong>:<\/p>\n\n\n\n

                      \n
                    1. \uc811\uadfc \ubc29\ubc95<\/strong>: MH\uc640 HMC\ub294 MCMC (Markov Chain Monte Carlo) \uae30\ubc18\uc758 \uc54c\uace0\ub9ac\uc998\uc785\ub2c8\ub2e4. \uc774\ub4e4\uc740 \uc5f0\uc18d\ub41c \uc0c1\ud0dc \uc0ac\uc774\uc758 Markov \uccb4\uc778\uc744 \ud615\uc131\ud558\uc5ec \ubaa9\ud45c \ubd84\ud3ec\ub85c\ubd80\ud130 \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud569\ub2c8\ub2e4. \ubc18\uba74, SMC\ub294 \uc5ec\ub7ec \ud45c\ubcf8(\uc785\uc790)\uc744 \ub3d9\uc2dc\uc5d0 \uc0ac\uc6a9\ud558\uc5ec \ubaa9\ud45c \ubd84\ud3ec\ub97c \uadfc\uc0ac\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                    2. \uc801\uc6a9 \uc601\uc5ed<\/strong>: SMC\ub294 \uc8fc\ub85c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub098 \ub3d9\uc801 \ubaa8\ub378\uc5d0 \uc0ac\uc6a9\ub418\ub294 \ubc18\uba74, MH\uc640 HMC\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud558\uc9c0 \uc54a\ub294 \uc815\uc801 \ubd84\ud3ec\uc5d0\uc11c\uc758 \uc0d8\ud50c\ub9c1\uc5d0 \uc8fc\ub85c \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n
                    3. \ud6a8\uc728\uc131<\/strong>: MH\ub098 HMC\ub294 \uc218\ub834 \uc18d\ub3c4\uc640 \ud6a8\uc728\uc131\uc774 \uc81c\uc548 \ubd84\ud3ec\ub098 \ud29c\ub2dd \ud30c\ub77c\ubbf8\ud130\uc5d0 \ud06c\uac8c \uc758\uc874\ud558\uba70, \ubcf5\uc7a1\ud55c \ud615\ud0dc\uc758 \uace0\ucc28\uc6d0 \ubd84\ud3ec\uc5d0 \ub300\ud574 \ube44\ud6a8\uc728\uc801\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ubc18\uba74, SMC\ub294 \uc774\ub7ec\ud55c \ubcf5\uc7a1\ud55c \ubd84\ud3ec\uc5d0 \ub300\ud574\uc11c\ub3c4 \ub354\uc6b1 \ud6a8\uc728\uc801\uc778 \ud45c\ubcf8 \ucd94\ucd9c\uc774 \uac00\ub2a5\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                    4. \ubcf5\uc7a1\uc131<\/strong>: SMC\ub294 MH\ub098 HMC\uc5d0 \ube44\ud574 \uc54c\uace0\ub9ac\uc998\uc774 \ubcf5\uc7a1\ud558\uba70, \uc911\uac04 \ubd84\ud3ec\uc758 \uc120\ud0dd, \ub9ac\uc0d8\ud50c\ub9c1 \uc804\ub7b5 \ub4f1 \ub2e4\uc591\ud55c \uc694\uc18c\ub97c \uace0\ub824\ud574\uc57c \ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n

                      \uacb0\ub860<\/strong>: SMC\ub294 \uc2dc\uac04\uc5d0 \ub530\ub978 \ub3d9\uc801 \ubcc0\ud654\ub97c \uac00\uc9c4 \ubcf5\uc7a1\ud55c \ubaa8\ub378\uc5d0\uc11c \ud6a8\uc728\uc801\uc778 \ud45c\ubcf8 \ucd94\ucd9c\uc774 \ud544\uc694\ud560 \ub54c \uc8fc\ub85c \uc0ac\uc6a9\ub429\ub2c8\ub2e4. MH\ub098 HMC\ub294 \ub354 \uac04\ub2e8\ud55c \ubb38\ub9e5\uc5d0\uc11c \uc815\uc801 \ubd84\ud3ec\ub85c\ubd80\ud130\uc758 \ud45c\ubcf8 \ucd94\ucd9c\uc5d0 \uc801\ud569\ud569\ub2c8\ub2e4. \ubb38\uc81c\uc758 \ud2b9\uc131\uacfc \ud544\uc694\ud55c \uc815\ubcf4\uc5d0 \ub530\ub77c \uc801\uc808\ud55c \uc0d8\ud50c\ub9c1 \ubc29\ubc95\uc744 \uc120\ud0dd\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n\n\n\n

                      [Q] \uadf8\ub9ac\uace0 Gibbs Sampler \ub3c4 \ube44\uad50 \ud574\uc918<\/p>\n\n\n\n

                      [A] <\/p>\n\n\n\n

                      \ubb3c\ub860\uc774\uc8e0! Gibbs Sampler\ub294 Markov Chain Monte Carlo (MCMC) \ubc29\ubc95 \uc911 \ud558\ub098\ub85c, \ub9ce\uc774 \uc0ac\uc6a9\ub418\ub294 \uc0d8\ud50c\ub9c1 \uae30\ubc95 \uc911 \ud558\ub098\uc785\ub2c8\ub2e4. MH, HMC, SMC\uc640 \ud568\uaed8 Gibbs Sampler\ub97c \ube44\uad50\ud558\uba74 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n

                      Gibbs Sampler<\/strong>:<\/p>\n\n\n\n

                        \n
                      • \uc6d0\ub9ac<\/strong>: Gibbs Sampler\ub294 \uace0\ucc28\uc6d0\uc758 \ubd84\ud3ec\ub85c\ubd80\ud130 \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\uae30 \uc704\ud574 \ud55c \ubc88\uc5d0 \ud558\ub098\uc758 \ubcc0\uc218\ub9cc\uc744 \uc5c5\ub370\uc774\ud2b8\ud558\ub294 \uc804\ub7b5\uc744 \uc0ac\uc6a9\ud569\ub2c8\ub2e4. \uac01 \ub2e8\uacc4\uc5d0\uc11c \ud55c \ubcc0\uc218\ub97c \uc870\uac74\ubd80 \ubd84\ud3ec\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc0d8\ud50c\ub9c1\ud558\uace0, \ub2e4\ub978 \ubcc0\uc218\ub4e4\uc740 \uace0\uc815\ub41c \uc0c1\ud0dc\ub85c \ub461\ub2c8\ub2e4.<\/li>\n\n\n\n
                      • \uc7a5\uc810<\/strong>:<\/li>\n\n\n\n
                      • \uac01 \ubcc0\uc218\uc758 \uc870\uac74\ubd80 \ubd84\ud3ec\ub97c \uc54c\uace0 \uc788\uac70\ub098 \uc27d\uac8c \uc0d8\ud50c\ub9c1\ud560 \uc218 \uc788\ub2e4\uba74, \uad6c\ud604\uc774 \ub9e4\uc6b0 \uac04\ub2e8\ud558\ub2e4.<\/li>\n\n\n\n
                      • \uc81c\uc548 \ubd84\ud3ec\ub97c \uc120\ud0dd\ud560 \ud544\uc694\uac00 \uc5c6\uc73c\ubbc0\ub85c MH\uc640 \ub2ec\ub9ac \uac70\ubd80 \ub2e8\uacc4\uac00 \uc5c6\ub2e4.<\/li>\n\n\n\n
                      • \uc5f0\uc18d \ubcc0\uc218\uc640 \uc774\uc0b0 \ubcc0\uc218\uac00 \ud63c\ud569\ub41c \ubaa8\ub378\uc5d0\ub3c4 \uc801\uc6a9\ud558\uae30 \uc27d\ub2e4.<\/li>\n\n\n\n
                      • \ub2e8\uc810<\/strong>:<\/li>\n\n\n\n
                      • \uac01 \ubcc0\uc218\uc758 \uc870\uac74\ubd80 \ubd84\ud3ec\ub97c \uad6c\ud560 \uc218 \uc5c6\uac70\ub098 \uc0d8\ud50c\ub9c1\ud558\uae30 \uc5b4\ub824\uc6b4 \uacbd\uc6b0 \uad6c\ud604\uc774 \uc5b4\ub835\ub2e4.<\/li>\n\n\n\n
                      • \ubcc0\uc218 \uac04\uc758 \uac15\ud55c \uc0c1\uad00\uad00\uacc4\uac00 \uc788\uc744 \ub54c \uc218\ub834\uc774 \ub290\ub824\uc9c8 \uc218 \uc788\ub2e4.<\/li>\n\n\n\n
                      • \uc0c1\ud0dc \uac04\uc758 \uc5f0\uad00\uc131\uc774 \ud06c\uae30 \ub54c\ubb38\uc5d0 \uc5f0\uc18d\uc801\uc778 \uc0d8\ud50c \uc0ac\uc774\uc758 \uc0c1\uad00\uc131\uc774 \ub192\uc744 \uc218 \uc788\ub2e4.<\/li>\n<\/ul>\n\n\n\n

                        MH, HMC, SMC\uc640\uc758 \ube44\uad50<\/strong>:<\/p>\n\n\n\n

                          \n
                        1. \uae30\ubcf8 \uc6d0\ub9ac<\/strong>: Gibbs Sampler\uc640 MH\ub294 \ub458 \ub2e4 MCMC \ubc29\ubc95\uc774\uc9c0\ub9cc, Gibbs Sampler\ub294 \uac70\ubd80 \ub2e8\uacc4\uac00 \uc5c6\ub2e4. HMC\ub294 \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\ub97c \ud65c\uc6a9\ud558\ub294 \ubc18\uba74, Gibbs Sampler\ub294 \uadf8\ub807\uc9c0 \uc54a\ub2e4. SMC\ub294 \ub3d9\uc801 \uc2dc\uc2a4\ud15c\uacfc \uc5f0\uc18d\ub41c \ubd84\ud3ec\ub97c \ud0d0\uc0c9\ud558\ub294 \ub370 \uc911\uc810\uc744 \ub454\ub2e4.<\/li>\n\n\n\n
                        2. \uad6c\ud604\uc758 \ubcf5\uc7a1\uc131<\/strong>: Gibbs Sampler\uc758 \uad6c\ud604\uc740 \uac01 \ubcc0\uc218\uc758 \uc870\uac74\ubd80 \ubd84\ud3ec\ub97c \uc54c\uace0 \uc788\ub2e4\uba74 \uc0c1\ub300\uc801\uc73c\ub85c \uac04\ub2e8\ud558\ub2e4. HMC\uc758 \uacbd\uc6b0, \uadf8\ub798\ub514\uc5b8\ud2b8 \uacc4\uc0b0\uacfc \ud29c\ub2dd\uc774 \ud544\uc694\ud558\ub2e4. MH\uc758 \uacbd\uc6b0 \uc81c\uc548 \ubd84\ud3ec\uc758 \uc120\ud0dd\uacfc \ud29c\ub2dd\uc774 \uc911\uc694\ud558\ub2e4. SMC\ub294 \uc785\uc790\uc758 \uc218, \ub9ac\uc0d8\ud50c\ub9c1 \uc804\ub7b5, \uc911\uac04 \ubd84\ud3ec\uc758 \uc120\ud0dd \ub4f1 \ub2e4\uc591\ud55c \uc694\uc18c\ub97c \uace0\ub824\ud574\uc57c \ud55c\ub2e4.<\/li>\n\n\n\n
                        3. \uc218\ub834 \uc18d\ub3c4<\/strong>: \ubcc0\uc218 \uac04\uc758 \uc0c1\uad00\uad00\uacc4\uac00 \ub192\uc740 \uacbd\uc6b0 Gibbs Sampler\uc758 \uc218\ub834\uc774 \ub290\ub824\uc9c8 \uc218 \uc788\ub2e4. HMC\ub294 \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\ub97c \ud65c\uc6a9\ud558\uae30 \ub54c\ubb38\uc5d0 MH\ub098 Gibbs Sampler\ubcf4\ub2e4 \uc885\uc885 \ub354 \ube60\ub974\uac8c \uc218\ub834\ud55c\ub2e4. SMC\uc758 \uacbd\uc6b0, \uc54c\uace0\ub9ac\uc998\uc758 \uc124\uc815\uc5d0 \ub530\ub77c \uc218\ub834 \uc18d\ub3c4\uac00 \ub2e4\ub974\ub2e4.<\/li>\n\n\n\n
                        4. \uc801\uc6a9 \uc601\uc5ed<\/strong>: Gibbs Sampler\ub294 \ubcc0\uc218\ub4e4 \uc0ac\uc774\uc758 \uc870\uac74\ubd80 \ubd84\ud3ec\ub97c \uc27d\uac8c \uad6c\ud558\uac70\ub098 \uc0d8\ud50c\ub9c1\ud560 \uc218 \uc788\uc744 \ub54c \uc720\uc6a9\ud558\ub2e4. HMC\uc640 MH\ub294 \ub354 \uc77c\ubc18\uc801\uc778 \ubb38\ub9e5\uc5d0\uc11c \uc0ac\uc6a9\ub420 \uc218 \uc788\ub2e4. SMC\ub294 \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud654\ud558\ub294 \ubd84\ud3ec\ub098 \ub3d9\uc801 \ubaa8\ub378\uc5d0 \ud2b9\ud788 \uc801\ud569\ud558\ub2e4.<\/li>\n<\/ol>\n\n\n\n

                          \uacb0\ub860<\/strong>: \uac01 \uc0d8\ud50c\ub9c1 \uae30\ubc95\uc740 \uadf8 \ud2b9\uc131\uacfc \uc7a5\ub2e8\uc810\uc774 \uc788\uc73c\ubbc0\ub85c, \ubb38\uc81c\uc758 \ud2b9\uc131, \uc0ac\uc6a9 \uac00\ub2a5\ud55c \uc815\ubcf4, \ubaa8\ub378\uc758 \ubcf5\uc7a1\uc131 \ub4f1 \ub2e4\uc591\ud55c \uc694\uc18c\ub97c \uace0\ub824\ud558\uc5ec \uc801\uc808\ud55c \ubc29\ubc95\uc744 \uc120\ud0dd\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n\n\n\n

                          [Q] HMC\uc640 NUTS \uc54c\uace0\ub9ac\uc998\uc744 \ube44\uad50 \ud558\uba74 \uc5b4\ub290\uac8c \ub354 \uc88b\uc740\uac00?<\/strong><\/p>\n\n\n\n

                          [A] <\/p>\n\n\n\n

                          Hamiltonian Monte Carlo (HMC)\uc640 No-U-Turn Sampler (NUTS)\ub294 \ub458 \ub2e4 \ubca0\uc774\uc9c0\uc548 \ud1b5\uacc4\ud559\uc5d0\uc11c \uc0ac\uc6a9\ub418\ub294 Markov Chain Monte Carlo (MCMC) \uc0d8\ud50c\ub9c1 \uc54c\uace0\ub9ac\uc998\uc785\ub2c8\ub2e4. HMC\ub294 \uc2dc\uc2a4\ud15c\uc758 Hamiltonian (\uc5d0\ub108\uc9c0)\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud30c\ub77c\ubbf8\ud130 \uacf5\uac04\uc744 \ud6a8\uacfc\uc801\uc73c\ub85c \ud0d0\uc0c9\ud558\uba70, NUTS\ub294 HMC\uc758 \uc790\ub3d9\ud654\ub41c \ud655\uc7a5\uc785\ub2c8\ub2e4. \uadf8\ub7ec\uba74 HMC\uc640 NUTS \uc0ac\uc774\uc5d0\ub294 \uc5b4\ub5a4 \uc8fc\uc694\ud55c \ucc28\uc774\uc810\uacfc \uc7a5\ub2e8\uc810\uc774 \uc788\uc744\uae4c\uc694?<\/p>\n\n\n\n

                            \n
                          1. \uc790\ub3d9 \uc870\uc815 (Auto-tuning):<\/strong><\/li>\n<\/ol>\n\n\n\n
                              \n
                            • HMC:<\/strong> HMC\ub294 \uc0ac\uc6a9\uc790\uac00 step size\uc640 leapfrog steps\uc640 \uac19\uc740 \uc5ec\ub7ec \ud29c\ub2dd \ud30c\ub77c\ubbf8\ud130\ub97c \uc120\ud0dd\ud574\uc57c \ud569\ub2c8\ub2e4. \uc774 \ud30c\ub77c\ubbf8\ud130\ub4e4\uc774 \uc798\ubabb \uc120\ud0dd\ub418\uba74 \uc0d8\ud50c\ub9c1\uc758 \ud6a8\uc728\uc131\uc774 \ud06c\uac8c \uac10\uc18c\ud558\uac70\ub098 \uc218\ub834\ud558\uc9c0 \uc54a\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                            • NUTS:<\/strong> NUTS\ub294 \ud544\uc694\ud55c leapfrog steps\ub97c \uc790\ub3d9\uc73c\ub85c \uacb0\uc815\ud558\ubbc0\ub85c \uc0ac\uc6a9\uc790\uac00 \uc9c1\uc811 \uc870\uc808\ud560 \ud544\uc694\uac00 \uc801\uc2b5\ub2c8\ub2e4. \uc774\ub294 \ud2b9\ud788 \ubaa8\ub378\uc774 \ubcf5\uc7a1\ud560 \uacbd\uc6b0 \uc720\uc6a9\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                \n
                              1. \ud6a8\uc728\uc131:<\/strong><\/li>\n<\/ol>\n\n\n\n
                                  \n
                                • HMC:<\/strong> HMC\ub294 \uc798 \ud29c\ub2dd\ub418\uba74 \ub9e4\uc6b0 \ud6a8\uc728\uc801\uc778 \uc0d8\ud50c\ub9c1\uc744 \uc81c\uacf5\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                • NUTS:<\/strong> NUTS\ub294 \ub300\ubd80\ubd84\uc758 \uacbd\uc6b0 HMC\ubcf4\ub2e4 \ub354 \uc88b\uac70\ub098 \ucd5c\uc18c\ud55c \ub3d9\ub4f1\ud55c \ud6a8\uc728\uc131\uc744 \ubcf4\uc785\ub2c8\ub2e4. \uc774\ub294 NUTS\uac00 \ud30c\ub77c\ubbf8\ud130 \uacf5\uac04\uc758 \uc9c0\uc5ed\uc801\uc778 \ud2b9\uc131\uc5d0 \uc790\ub3d9\uc73c\ub85c \uc801\uc751\ud558\uae30 \ub54c\ubb38\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                    \n
                                  1. \ubcf5\uc7a1\uc131:<\/strong><\/li>\n<\/ol>\n\n\n\n
                                      \n
                                    • HMC:<\/strong> \uc0ac\uc6a9\uc790\uac00 \uc218\ub3d9\uc73c\ub85c \ud29c\ub2dd\ud574\uc57c \ud558\ub294 \ud30c\ub77c\ubbf8\ud130\uac00 \uc788\uae30 \ub54c\ubb38\uc5d0 HMC\uc758 \uc124\uc815\uacfc \uc0ac\uc6a9\uc740 \ub354 \ubcf5\uc7a1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                    • NUTS:<\/strong> NUTS\ub294 \ub9ce\uc740 \ub0b4\ubd80\uc801\uc778 \ucd5c\uc801\ud654\uc640 \uc790\ub3d9\ud654\uac00 \uc788\uc73c\ubbc0\ub85c, \uc0ac\uc6a9\uc790 \uc785\uc7a5\uc5d0\uc11c\ub294 \ub354 \uac04\ub2e8\ud558\uac8c \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                        \n
                                      1. \uc801\uc6a9\uc131:<\/strong><\/li>\n<\/ol>\n\n\n\n
                                          \n
                                        • HMC:<\/strong> \ud2b9\uc815 \ubb38\uc81c\uc5d0 \ub300\ud574 \uc798 \ud29c\ub2dd\ub41c HMC\ub294 \uc544\uc8fc \ud6a8\uc728\uc801\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                        • NUTS:<\/strong> NUTS\ub294 \ub2e4\uc591\ud55c \ubb38\uc81c\uc5d0 \uac78\uccd0 \uc77c\ubc18\uc801\uc73c\ub85c \uc88b\uc740 \uc131\ub2a5\uc744 \ubcf4\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n

                                          \uacb0\ub860\uc801\uc73c\ub85c, HMC\uc640 NUTS \uc0ac\uc774\uc5d0\uc11c “\uc5b4\ub5a4 \uac83\uc774 \ub354 \uc88b\ub2e4”\uace0 \ub2e8\uc815\uc801\uc73c\ub85c \ub9d0\ud558\uae30\ub294 \uc5b4\ub835\uc2b5\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \ub300\ubd80\ubd84\uc758 \uc2e4\uc6a9\uc801\uc778 \uc0c1\ud669\uc5d0\uc11c, NUTS\ub294 \uc790\ub3d9 \ud29c\ub2dd \ub2a5\ub825 \ub355\ubd84\uc5d0 \ub354\uc6b1 \uac15\ub825\ud558\uace0 \uc0ac\uc6a9\ud558\uae30 \uc27d\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c \uc0ac\uc6a9\uc790\uac00 \ud2b9\ubcc4\ud55c \uc774\uc720\uac00 \uc5c6\ub294 \ud55c, NUTS\ub97c \uc0ac\uc6a9\ud558\ub294 \uac83\uc774 \ub300\ubd80\ubd84\uc758 \ubb38\uc81c\uc5d0 \ub300\ud574 \ub354 \uc88b\uc740 \uc120\ud0dd\uc77c \uac00\ub2a5\uc131\uc774 \ub192\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n

                                          [Q] DynamicHMC\uc640 HMC \ucc28\uc774\uc810\uc774 \ubb54\uac00\uc694?<\/p>\n\n\n\n

                                          [A] <\/p>\n\n\n\n

                                          \ubb3c\ub860\uc774\uc8e0! HMC()<\/code>, NUTS()<\/code>, \uadf8\ub9ac\uace0 DynamicNUTS()<\/code>\ub294 \ubaa8\ub450 Hamiltonian Monte Carlo (HMC) \ubc29\uc2dd\uc744 \uae30\ubc18\uc73c\ub85c \ud55c \uc0d8\ud50c\ub7ec\uc785\ub2c8\ub2e4. \uac01\uac01\uc758 \uc0d8\ud50c\ub7ec\uc5d0 \ub300\ud55c \uc8fc\uc694 \ucc28\uc774\uc810\uc744 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n

                                            \n
                                          1. HMC (Hamiltonian Monte Carlo)<\/strong>:<\/li>\n<\/ol>\n\n\n\n
                                              \n
                                            • \uac1c\ub150<\/strong>: Hamiltonian Monte Carlo\ub294 MCMC\uc758 \ud55c \uc720\ud615\uc73c\ub85c, \ud574\ubc00\ud134 \uc8fc\uc5ed\ud559\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud6a8\uc728\uc801\uc73c\ub85c \uace0\ucc28\uc6d0 \ud655\ub960 \ubd84\ud3ec\uc5d0\uc11c \uc0d8\ud50c\ub9c1\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                                            • \ub9e4\uac1c\ubcc0\uc218 \uc124\uc815<\/strong>: \uc0ac\uc6a9\uc790\ub294 “leapfrog steps” \uc218\uc640 “step size” (leapfrog \uc2a4\ud15d \uac01\uac01\uc758 \ud06c\uae30)\ub97c \uc0ac\uc804\uc5d0 \uc124\uc815\ud574\uc57c \ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                                            • \ud55c\uacc4<\/strong>: \uc120\ud0dd\ub41c \ub9e4\uac1c\ubcc0\uc218\uac00 \uc88b\uc9c0 \uc54a\uc73c\uba74 HMC\ub294 \ube44\ud6a8\uc728\uc801\uc73c\ub85c \ub3d9\uc791\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                                \n
                                              1. NUTS (No-U-Turn Sampler)<\/strong>:<\/li>\n<\/ol>\n\n\n\n
                                                  \n
                                                • \uac1c\ub150<\/strong>: NUTS\ub294 HMC\uc758 \uc790\ub3d9\ud654\ub41c \ubc84\uc804\uc73c\ub85c, \ub3d9\uc801\uc73c\ub85c \ud2b8\ub808\uc81d\ud1a0\ub9ac \uae38\uc774\ub97c \uc870\uc808\ud569\ub2c8\ub2e4. \uc0d8\ud50c\ub9c1 \ub3c4\uc911\uc5d0 U-\ud134\uc744 \ub9cc\ub4dc\ub294 \uac83\uc744 \ud53c\ud558\ub824\ub294 \uc804\ub7b5\uc744 \uc0ac\uc6a9\ud558\uc5ec, \uc774\ub7ec\ud55c U-\ud134\uc774 \ubc1c\uc0dd\ud558\uba74 \ud2b8\ub808\uc81d\ud1a0\ub9ac\uac00 \uc885\ub8cc\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                • \uc790\ub3d9\ud654<\/strong>: “leapfrog steps” \uc218\uc640 “step size”\ub97c \uc0ac\uc6a9\uc790\uac00 \uc9c1\uc811 \uc124\uc815\ud560 \ud544\uc694\uac00 \uc5c6\uc2b5\ub2c8\ub2e4. NUTS\ub294 \uc774 \ub9e4\uac1c\ubcc0\uc218\ub4e4\uc744 \uc790\ub3d9\uc73c\ub85c \uc870\uc808\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                • \uc7a5\uc810<\/strong>: \uc77c\ubc18\uc801\uc778 HMC\uc5d0 \ube44\ud574 \ub9ce\uc740 \uc0c1\ud669\uc5d0\uc11c \ub354 \ud6a8\uc728\uc801\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                                    \n
                                                  1. DynamicNUTS<\/strong>:<\/li>\n<\/ol>\n\n\n\n
                                                      \n
                                                    • \uac1c\ub150<\/strong>: ‘DynamicNUTS’\ub77c\ub294 \ud2b9\uc815 \uc774\ub984\uc758 \uc0d8\ud50c\ub7ec\ub294 \uc77c\ubc18\uc801\uc778 \ud1b5\uacc4\uc801 \uc18c\ud504\ud2b8\uc6e8\uc5b4\uc5d0 \ud3ec\ud568\ub418\uc5b4 \uc788\uc9c0 \uc54a\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uadf8\ub7ec\ub098 \uc774\ub984\uc5d0\uc11c \uc54c \uc218 \uc788\ub4ef\uc774, \uc774\uac83\uc740 NUTS\uc758 \ub2e4\ub978 \ubcc0\ud615 \ub610\ub294 \ucd5c\uc801\ud654\ub41c \ubc84\uc804\uc73c\ub85c \ucd94\uc815\ub429\ub2c8\ub2e4. DynamicHMC\uc640 \uc720\uc0ac\ud55c \ubc29\uc2dd\uc73c\ub85c \ud2b8\ub808\uc81d\ud1a0\ub9ac\uc758 \uae38\uc774\ub098 \ub2e4\ub978 \ub9e4\uac1c\ubcc0\uc218\ub97c \ub3d9\uc801\uc73c\ub85c \uc870\uc808\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                    • \uc790\uc138\ud55c \ub0b4\uc6a9<\/strong>: DynamicNUTS\uc758 \uad6c\uccb4\uc801\uc778 \ud2b9\uc131\uc774\ub098 \uc791\ub3d9 \ubc29\uc2dd\uc5d0 \ub300\ud55c \uc790\uc138\ud55c \ub0b4\uc6a9\uc744 \uc6d0\ud55c\ub2e4\uba74, \uc0ac\uc6a9\ud558\ub294 \ub77c\uc774\ube0c\ub7ec\ub9ac\ub098 \ud328\ud0a4\uc9c0\uc758 \ubb38\uc11c\ub098 \ucd9c\ucc98\ub97c \ucc38\uc870\ud574\uc57c \ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n

                                                      \uae30\ubcf8\uc801\uc73c\ub85c, NUTS()<\/code>\uc640 DynamicNUTS()<\/code>\ub294 HMC\uc758 \ub9e4\uac1c\ubcc0\uc218 \uc870\uc808 \ubd80\ub2f4\uc744 \uc904\uc774\uae30 \uc704\ud55c \ubc29\ubc95\ub4e4\uc785\ub2c8\ub2e4. \uc774\ub4e4\uc740 \uc77c\ubc18\uc801\uc778 HMC\uc758 \ud6a8\uc728\uc131\uacfc \uc548\uc815\uc131\uc744 \ud5a5\uc0c1\uc2dc\ud0a4\ub824\ub294 \uc5ec\ub7ec \uc2dc\ub3c4 \uc911 \uc77c\ubd80\uc785\ub2c8\ub2e4.<\/p>\n\n\n\n

                                                      [Q] NUTS()\uc640 DynamicNUTS() \ub458\uc911 \uc5b4\ub290 \uac83\uc774 \ub354 \uc131\ub2a5\uc774 \uc88b\uc740\uac00?<\/p>\n\n\n\n

                                                      [A] <\/p>\n\n\n\n

                                                      NUTS()<\/code>\uc640 DynamicNUTS()<\/code> \uc0ac\uc774\uc5d0 \uc131\ub2a5 \ucc28\uc774\ub97c \uc77c\ubc18\uc801\uc73c\ub85c \uc8fc\uc7a5\ud558\ub294 \uac83\uc740 \uc5b4\ub835\uc2b5\ub2c8\ub2e4. \uc65c\ub0d0\ud558\uba74 \uc131\ub2a5\uc740 \uc0ac\uc6a9\ub418\ub294 \ubaa8\ub378, \ub370\uc774\ud130\uc758 \ud2b9\uc131, \uc801\uc6a9\ub418\ub294 \ubb38\uc81c\uc5d0 \ub530\ub77c \ub2e4\ub974\uae30 \ub54c\ubb38\uc785\ub2c8\ub2e4. \ud558\uc9c0\ub9cc, \uc8fc\uc694 \ucc28\uc774\uc810 \ubc0f \uc7a5\ub2e8\uc810\uc744 \ub2e4\uc74c\uacfc \uac19\uc774 \uac04\ub7b5\ud558\uac8c \uc815\ub9ac\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n

                                                        \n
                                                      1. NUTS (No-U-Turn Sampler)<\/strong>:<\/li>\n<\/ol>\n\n\n\n
                                                          \n
                                                        • \uc7a5\uc810<\/strong>: NUTS\ub294 HMC\uc758 \uc8fc\uc694 \ubb38\uc81c\uc778 \ud2b8\ub808\uc81d\ud1a0\ub9ac \uae38\uc774\uc640 \uc2a4\ud15d \ud06c\uae30\ub97c \uc790\ub3d9\uc73c\ub85c \uc870\uc808\ud569\ub2c8\ub2e4. \ub530\ub77c\uc11c \ub300\ubd80\ubd84\uc758 \uacbd\uc6b0\uc5d0\uc11c NUTS\ub294 \uc218\ub3d9 \ub9e4\uac1c\ubcc0\uc218 \uc124\uc815 \uc5c6\uc774\ub3c4 HMC\ubcf4\ub2e4 \ub354 \ud6a8\uc728\uc801\uc73c\ub85c \ub3d9\uc791\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                        • \ub2e8\uc810<\/strong>: \uadf8\ub7ec\ub098 NUTS\ub294 \uc5ec\uc804\ud788 \ud2b9\uc815 \ubaa8\ub378 \ub610\ub294 \ub370\uc774\ud130\uc5d0 \ub300\ud55c \ucd5c\uc801\uc758 \uc124\uc815\uc744 \uc790\ub3d9\uc73c\ub85c \ucc3e\uae30 \uc704\ud55c \uac83\uc774\uba70, \ub54c\ub85c\ub294 \ubcf5\uc7a1\ud55c \ubaa8\ub378\uc5d0\uc11c \uc801\uc808\ud55c \uc0d8\ud50c\ub9c1 \uc131\ub2a5\uc744 \ub2ec\uc131\ud558\uae30 \uc704\ud574 \ub354 \ub9ce\uc740 \uc870\uc815\uc774 \ud544\uc694\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n
                                                            \n
                                                          1. DynamicNUTS<\/strong>:<\/li>\n<\/ol>\n\n\n\n
                                                              \n
                                                            • \uac1c\ub150<\/strong>: DynamicNUTS<\/code>\uac00 \uc5b4\ub5bb\uac8c \uad6c\ud604\ub418\uc5c8\ub294\uc9c0\uc5d0 \ub530\ub77c \ub2ec\ub77c\uc9c8 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c ‘\ub3d9\uc801’\uc774\ub77c\ub294 \ub2e8\uc5b4\ub294 \ud2b8\ub808\uc81d\ud1a0\ub9ac\uc758 \uae38\uc774\ub098 \ub2e4\ub978 \uad00\ub828 \ub9e4\uac1c\ubcc0\uc218\ub97c \ub3d9\uc801\uc73c\ub85c \uc870\uc808\ud558\ub294 \ucd94\uac00\uc801\uc778 \ucd5c\uc801\ud654\ub098 \uac1c\uc120\uc0ac\ud56d\uc744 \uc758\ubbf8\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                            • \uc7a5\uc810<\/strong>: \ub9cc\uc57d DynamicNUTS<\/code>\uac00 \uae30\ubcf8 NUTS<\/code>\uc758 \ud55c\uacc4\ub098 \ubb38\uc81c\uc810\uc744 \ud574\uacb0\ud558\uae30 \uc704\ud55c \ucd94\uac00\uc801\uc778 \ucd5c\uc801\ud654\ub098 \uc54c\uace0\ub9ac\uc998 \uac1c\uc120\uc744 \ud3ec\ud568\ud55c\ub2e4\uba74, \ud2b9\uc815 \uc870\uac74\ud558\uc5d0\uc11c \ub354 \ub192\uc740 \uc131\ub2a5\uc744 \ubcf4\uc77c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n
                                                            • \ub2e8\uc810<\/strong>: \uadf8\ub7ec\ub098 \ucd94\uac00\uc801\uc778 \ubcf5\uc7a1\uc131\uc774\ub098 \ucd5c\uc801\ud654\ub294 \ub54c\ub85c\ub294 \uc608\uc0c1\uce58 \ubabb\ud55c \ubd80\uc791\uc6a9\uc744 \ucd08\ub798\ud560 \uc218\ub3c4 \uc788\uc2b5\ub2c8\ub2e4. \ub530\ub77c\uc11c DynamicNUTS<\/code>\uc758 \uc131\ub2a5\uc740 \uc0ac\uc6a9\ud558\ub294 \ubb38\uc81c\ub098 \ubaa8\ub378\uc5d0 \ub530\ub77c \ub2e4\ub97c \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n

                                                              \uacb0\ub860\uc801\uc73c\ub85c, \uc5b4\ub290 \uac83\uc774 \ub354 \ub098\uc740\uc9c0\ub97c \ud310\ub2e8\ud558\ub824\uba74 \ud2b9\uc815 \ubb38\uc81c\ub098 \ub370\uc774\ud130\uc5d0 \ub300\ud574 \ub450 \ubc29\ubc95\uc744 \ubaa8\ub450 \uc0ac\uc6a9\ud574\ubcf4\uace0, \uacb0\uacfc\uc640 \uc218\ub834 \uc18d\ub3c4, \ud6a8\uc728\uc131 \ub4f1 \uc5ec\ub7ec \uce21\uba74\uc5d0\uc11c \ud3c9\uac00\ud574\uc57c \ud569\ub2c8\ub2e4. \ub610\ud55c \uc0ac\uc6a9\ud558\ub294 \ub77c\uc774\ube0c\ub7ec\ub9ac\ub098 \ud328\ud0a4\uc9c0\uc758 \ubb38\uc11c\uc640 \uad00\ub828 \uc5f0\uad6c \uc790\ub8cc\ub97c \ucc38\uc870\ud558\uc5ec DynamicNUTS<\/code>\uc758 \uad6c\uccb4\uc801\uc778 \uad6c\ud604\uacfc \uc131\ub2a5\uc5d0 \ub300\ud55c \uc790\uc138\ud55c \uc815\ubcf4\ub97c \uc5bb\ub294 \uac83\uc774 \uc88b\uc2b5\ub2c8\ub2e4.<\/p>\n","protected":false},"excerpt":{"rendered":"

                                                              [Q] \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0 \uc0ac\uc6a9\ud558\ub294 sampler\uc911\uc5d0 MH, HMC\ub97c \ube44\uad50\ud574\uc918 [A] \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0\uc11c \uc0ac\uc6a9\ub418\ub294 \uc0d8\ud50c\ub9c1 \uc54c\uace0\ub9ac\uc998\uc778 Metropolis-Hastings(MH)\uc640 Hamiltonian Monte Carlo(HMC)\ub294 \uc8fc\uc5b4\uc9c4 \uc0ac\ud6c4 \ubd84\ud3ec\ub85c\ubd80\ud130 \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ub294 \ubc29\ubc95\uc785\ub2c8\ub2e4. \ub450 \uc54c\uace0\ub9ac\uc998\uc740 \uadf8 \uc6d0\ub9ac\uc640 \uc7a5\ub2e8\uc810\uc5d0 \uc788\uc5b4 \ub2e4\uc591\ud55c \ucc28\uc774\uc810\uc744 \ubcf4\uc785\ub2c8\ub2e4. \uacb0\ub860: HMC\ub294 \uadf8\ub798\ub514\uc5b8\ud2b8 \uc815\ubcf4\ub97c \ud65c\uc6a9\ud574 \ub354 \ud6a8\uc728\uc801\uc73c\ub85c \ud45c\ubcf8\uc744 \ucd94\ucd9c\ud558\ubbc0\ub85c, \uace0\ucc28\uc6d0\uc774\ub098 \ubcf5\uc7a1\ud55c \ubd84\ud3ec\uc5d0 \ub300\ud55c \ubca0\uc774\uc9c0\uc548 \ucd94\ub860\uc5d0 \ud2b9\ud788 \uc720\uc6a9\ud569\ub2c8\ub2e4. \uadf8\ub7ec\ub098, \uad6c\ud604\uacfc \ud29c\ub2dd\uc774 MH\ubcf4\ub2e4 \ubcf5\uc7a1\ud558\uba70, […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"default","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center 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