The HMC Algorithm with Overrelaxation and Adaptive--Step ...
The HMC Algorithm with Overrelaxation and Adaptive--Step ...
The HMC Algorithm with Overrelaxation and Adaptive--Step ...
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Background<br />
Aim of Talk<br />
<strong>The</strong> Hamiltonian Monte Carlo (<strong>HMC</strong>) <strong>Algorithm</strong><br />
Improving Performance of <strong>HMC</strong> <strong>Algorithm</strong><br />
Numerical Experiments & Results<br />
Talk Outline<br />
Practical Implementation<br />
1 Background<br />
Bayes <strong>The</strong>orem<br />
MCMC <strong>Algorithm</strong>s<br />
2 Aim of Talk<br />
3 <strong>The</strong> Hamiltonian Monte Carlo (<strong>HMC</strong>) <strong>Algorithm</strong><br />
Practical Implementation<br />
4 Improving Performance of <strong>HMC</strong> <strong>Algorithm</strong><br />
Improving Phase–Space Sampling<br />
Improvement Strategies<br />
5 Numerical Experiments & Results<br />
<strong>The</strong> improved <strong>HMC</strong> algorithm<br />
M. Alfaki, S. Subbey, <strong>and</strong> D. Haugl<strong>and</strong> <strong>The</strong> Hamiltonian Monte Carlo (<strong>HMC</strong>) <strong>Algorithm</strong>
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