The Stan Forums
Adaptive step-size method in place of Leapfrog
Developers
math
LJDevlin
June 14, 2019, 10:05am
3
Interesting, thanks for the insight Michael.
show post in topic
Related topics
Topic
Replies
Views
Activity
Details on how Stan adaptively tunes the HMC parameters? (i.e. mass matrix, step size and leapfrog steps)
General
algorithms
4
684
February 20, 2023
Conceptual Questions about HMC and Leapfrog Integrator
General
5
719
December 21, 2022
Adaptation of timestep in pure HMC
Algorithms
7
854
February 28, 2020
HMC (jittered) vs. NUTS on 1000-dimensional standard normal
Algorithms
mcmc
9
3882
April 29, 2019
NUTS misses U-turns, runs in circles until max_treedepth
Algorithms
66
5512
August 31, 2019