Timeline for Hamiltonian Monte Carlo in Scala
Current License: CC BY-SA 3.0
5 events
when toggle format | what | by | license | comment | |
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Sep 2, 2014 at 11:56 | comment | added | toto2 | Fixed: I removed a full step. | |
Sep 2, 2014 at 11:56 | history | edited | toto2 | CC BY-SA 3.0 |
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Sep 2, 2014 at 5:27 | comment | added | Shikamablue | Thank you very much for your answer; there is a lot to think about (I particularly liked the use of Stream)! I might point out for the sake of posterity that your hmcStep algorithm computes one too many full momentum steps (you've totalled nstep+1 momentum steps including the two half steps). | |
Sep 2, 2014 at 3:02 | history | edited | toto2 | CC BY-SA 3.0 |
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Sep 2, 2014 at 2:08 | history | answered | toto2 | CC BY-SA 3.0 |