I understand HMC and its shortcomings that led to NUTS. However, I do not understand a few things about NUTS: Why does NUTS need to go both forward and backwards in time to figure out if there is a u-turn Is the momentum vector r sampled at each substep or do we have only one r for each NUTS ‘big’…

[image] dragan: I understand HMC and its shortcomings that led to NUTS. However, I do not understand a few things about NUTS: First let’s clear up the terminology. “Hamiltonian Monte Carlo” is a technique for designing algorithms that utilize numerical Hamiltonian trajectories. The original…

NUTS vs HMC

Algorithms

nhuurre July 31, 2020, 12:36pm 8

I don’t know if there’s documentation besides @betanalpha’s original paper. For a quick visual comparison I’m quite proud of the pictures I made in this post.

1 Like

Topic		Replies	Views
NUTS differences in Stan vs paper Algorithms	3	1123	February 2, 2017
Heuristics for the advantages of NUTS/HMC/Stan vs RWMH General	30	3898	September 13, 2017
Reference for current version of NUTS/HMC in stan? Algorithms	10	1752	March 15, 2022
Insights from Dynamic HMC animation Algorithms	2	977	September 16, 2020
NUTS tree build - Time reversibility Algorithms mcmc	3	586	July 13, 2023

NUTS vs HMC

Related topics