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A Shiny app to help people learn (and play with) Hamiltonian Monte Carlo

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ShinyHMC

An interactive Shiny app to learn about Hamiltonian Monte Carlo sampling.

This is still a work in progress. I do have a couple of ideas to try and I would like to document everything a bit more. Suggestions are more than welcomed :)

Installation

Install this package from GitHub with:

# install.packages("devtools")
devtools::install_github("tomicapretto/shiny-hmc")

Run application

The function run_app() fires up the application. Just do

shinyhmc::run_app()

and have fun!

Ideas

Features

  • Add content about each target distribution in the main container
  • Change color of segments as more segments are added?
    • To make clear when a trajectory returns over the same point
    • Gradient instead of transparency?
  • Allow users to specify a momentum

Usage

  • Show what happens when momentum is null (i.e. c(0, 0))
  • Show what happens when momentum is huge (e.g. c(4, 3.5))
  • Show what happens when momentum is exactly the same in both directions (c(2, 2))

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A Shiny app to help people learn (and play with) Hamiltonian Monte Carlo

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