https://github.com/JakobRobnik/MicroCanonicalHMC

MCHMC: sampler from an arbitrary differentiable distribution
https://github.com/JakobRobnik/MicroCanonicalHMC

Last synced: 11 days ago
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MCHMC: sampler from an arbitrary differentiable distribution

• Host: GitHub
• URL: https://github.com/JakobRobnik/MicroCanonicalHMC
• Owner: JakobRobnik
• License: gpl-3.0
• Created: 2022-08-08T08:27:42.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2024-10-25T19:19:55.000Z (16 days ago)
• Last Synced: 2024-10-26T03:02:07.361Z (16 days ago)
• Language: Jupyter Notebook
• Homepage:
• Size: 28.6 MB
• Stars: 70
• Watchers: 5
• Forks: 9
• Open Issues: 12
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md
  • Code of conduct: CODE_OF_CONDUCT.md

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README

        
# Microcanonical Hamiltonian Monte Carlo (MCHMC)

This repository exists to benchmark and develop applications and extensions of the Microcanonical Hamiltonian Monte Carlo algorithm.

For an open-source implementation, please refer to 

https://blackjax-devs.github.io/sampling-book/algorithms/mclmc.html

for the details of the algorithm 

https://microcanonical-monte-carlo.netlify.app/.

If you encounter any issues do not hesitate to contact us at [email protected].