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

General

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

See here.

Topic		Replies	Views
Insights from Dynamic HMC animation Algorithms	2	887	September 16, 2020
Reference for current version of NUTS/HMC in stan? Algorithms	10	1546	March 15, 2022
NUTS vs HMC Algorithms	8	5581	August 4, 2020
HMC (jittered) vs. NUTS on 1000-dimensional standard normal Algorithms mcmc	9	3371	April 29, 2019
NUTS tree build - Time reversibility Algorithms mcmc	3	457	July 13, 2023

Quick question about HMC

Related Topics