Hello everyone, I am reading the paper of A Conceptual Introduction to Hamiltonian Monte Carlo, and have questions on typical set. My understanding is that , the whole point of designing HMC is to efficiently explore the typical set in high dimensional space. And in high dimensional space, typica…

Explore different typical sets in HMC

jtimonen December 2, 2021, 10:07am 4

There has been some discussion about the concept of typical set: The typical set and its relevance to Bayesian computation that you might find interesting

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