Learning Hamiltonian Monte Carlo in R.

@article{Thomas2020LearningHM,
  title={Learning Hamiltonian Monte Carlo in R.},
  author={S. Thomas and W. Tu},
  journal={arXiv: Computation},
  year={2020}
}
  • S. Thomas, W. Tu
  • Published 2020
  • Computer Science, Mathematics
  • arXiv: Computation
  • Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian computation. In comparison with the traditional Metropolis-Hastings algorithm, HMC offers greater computational efficiency, especially in higher dimensional or more complex modeling situations. To most statisticians, however, the idea of HMC comes from a less familiar origin, one that is based on the theory of classical mechanics. Its implementation, either through Stan or one of its derivative programs, can appear opaque to… CONTINUE READING

    References

    SHOWING 1-4 OF 4 REFERENCES
    Upper respiratory tract disease, force of infection, and effects on survival of gopher tortoises.
    • 30
    • PDF
    The Multiple Logistic Regression Model
    • 37
    Modern Applied Statistics with S-Plus.
    • 1,877