No description, website, or topics provided.
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
README.md
demo_exponential.m
demo_halfGaussian.m
hmc_monomial_gamma.m
mcmc_ess_acorr.m

README.md

MGHMC

MGHMC (matlab version) implementation of NIPS 2016 paper

Towards Unifying Hamiltonian Monte Carlo and Slice Sampling

Demo code on toy cases for MGHMC with different monomial parameter a

Run: matlab demo_*.m

Prerequisite

  • Matlab

Citation

@inproceedings{zhang2016towards,
  title={Towards Unifying Hamiltonian Monte Carlo and Slice Sampling},
  author={Zhang, Yizhe and Wang, Xiangyu and Chen, Changyou and Henao, Ricardo and Fan, Kai and Carin, Lawrence},
  booktitle={Advances in Neural Information Processing Systems},
  pages={1741--1749},
  year={2016}
}