https://github.com/JamesBrofos/Thresholds-in-Hamiltonian-Monte-Carlo

An empirical analysis of the effect of the convergence threshold in RMHMC
https://github.com/JamesBrofos/Thresholds-in-Hamiltonian-Monte-Carlo

Last synced: 3 months ago
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An empirical analysis of the effect of the convergence threshold in RMHMC

• Host: GitHub
• URL: https://github.com/JamesBrofos/Thresholds-in-Hamiltonian-Monte-Carlo
• Owner: JamesBrofos
• License: mit
• Created: 2021-07-20T19:12:59.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-01-31T22:58:29.000Z (almost 3 years ago)
• Last Synced: 2024-07-03T23:46:53.181Z (4 months ago)
• Language: Python
• Size: 172 KB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Examining the Role of Thresholds in Riemannian Manifold Hamiltonian Monte Carlo

An empirical analysis of the effect of the convergence threshold in RMHMC. This code contains significant components that are identical to, or adapted from, a previous implementation of this software released at [Evaluating the Implicit Midpoint Integrator](https://github.com/JamesBrofos/Evaluating-the-Implicit-Midpoint-Integrator), which was provided under an MIT License.