Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add ability to perform Hamiltonian Monte Carlo #71

Open
adolgert opened this issue May 29, 2024 · 0 comments
Open

Add ability to perform Hamiltonian Monte Carlo #71

adolgert opened this issue May 29, 2024 · 0 comments

Comments

@adolgert
Copy link
Owner

Hamiltonian Monte Carlo samples a probability space of all possible trajectories, such that the trajectories are weighted according to their likelihood. This technique doesn't use a sampler to decide the set of possible trajectories, but it could use the samplers in CompetingClocks to calculate the likelihood of the chosen trajectories.

You set up a simulation with a modest number of events in each trajectory. You decide some observations of events. Then sample the space of trajectories consistent with those events. It sounds much harder than it is. It's a very good technique for this library.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant