Hamiltonian Monte Carlo: Revision history

From The Right Wiki
Jump to navigationJump to search

Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.

6 November 2024

  • curprev 14:1214:12, 6 November 2024 93.47.126.110 talk 13,599 bytes +13,599 Was missing the inverse of the mass matrix in the algorithm. From the hamiltonian equations it can be seen that the derivative of the parameter vector in time is equal to the derivative of the hamiltonian in momentum, hence the inverse mass matrix times the momentum, not just the momentum
Retrieved from "https://rightwiki.org/index.php?title=Hamiltonian_Monte_Carlo"