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Bayesian inference is a method of statistical inference that relies on treating the model parameters as random variables and applying Bayes' theorem to deduce subjective probability statements about the parameters or hypotheses, conditional on the observed dataset.
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Is the MC produced by HMC reversible?
I know that the deterministic dynamics in Hamiltonian Monte Carlo/Hybrid Monte Carlo are reversible and the numerical integrators one uses to approximate them are reversible too. But HMC consists of 2 …