Hi all, I came across this nice interactive gallery for demonstrating MCMC by Chi Feng. The Markov-chain Monte Carlo Interactive Gallery . With this gallery and Michael Betancourt’s wonderful papers on HMC, I do have one question. I mostly understand the conceptual idea of keeping the algorithm …

There are two questions here, and multiple schemes for answering each. One is how you figure out when to stop integrating. The other is, given a trajectory that has been stopped, how do you pick a point along it to treat as the next estimate. For example, in one version of static HMC as described…

Quick question about HMC

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mike-lawrence September 21, 2023, 12:46pm 2

See here.

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Quick question about HMC

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