D HomanMatthew, GelmanAndrew
Abstract
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a ...
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Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a ...
Key concepts: Markov chain Monte Carlo, Hybrid Monte Carlo, Monte Carlo method, Random walk, Statistical physics, Metropolis–Hastings algorithm, Markov chain, Sensitivity (control systems)