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Results tagged with hamiltonian-monte-carlo
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user 232156
Tag for questions related to Hamiltonian Monte Carlo.
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Reconciling Langevin MC methods as one-step HMC versus as diffusion or brownian motion
The easiest way to understand why Langevin dynamics targets the "correct distribution" is to look at the corresponding Fokker-Planck equation.
Let me be more precise. Let us assume that our target di …
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