I am sort of new to HMC and believe that I understand the fundamentals after reading “A Conceptual Introduction to Hamiltonian Monte Carlo”. But I am struggling with E-BFMI and how it used E, the energy level set, in its definition. I have searched around, but can not find a definition of E, but only that it is the energy level set.
Can anyone elaborate on this or point me the right direction?
Thanks in advance.