Generating random variables from an arbitrary distribution is a surprisingly difficult task, and Hamiltonian Monte Carlo (HMC) solves this challenge in an elegant way. Let’s consider a multivariate target distribution , with parameters . Most Markov Chain Monte Carlo (MCMC) …

What is Hamiltonian Monte Carlo? Read More »

Tagged with: , , , , ,

Hi everyone! My name is Thomas and this summer I’ll be working on scaling Hamiltonian Monte Carlo (HMC) with the Hartree Centre. In this post I’ll take you through the random walk that lead me to working on this project. …

Thomas Warford: A Random Walk to HMC Read More »

Tagged with:
Follow by Email