Experiments with novel sampler that excells at high-curvature densities.
My work for Flatiron Institue internship under Chirag Modi, Bob Carpenter, and Edward Roualdes.
- Hamiltonian Monte Carlo (HMC) Introduction
- Another HMC Introduction
- Delayed Rejection HMC
- Generalized HMC
HMC sampling from a banana-shaped distribution, taken from here:
