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Information Theory, Inference, and Learning Algorithms

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- I have a question about the proposal density Q(x(t);x') as defined in the Metropolis-Hastings...
- I would like a reference for Skilling's multi-state leap frog method (page 393)
- In answer to a question about Hamiltonian Monte Carlo you mention that it is a Metropolis...
- p393 of ITILA, you say "The aim is that all S of these vectors will represent *independent*...
- Hamiltonian Monte Carlo: Does the Hamiltonian algorithm on p. 338 of ITILA produce an ergodic...
- Why does the Hamiltonian (Hybrid) Monte Carlo method in your book preserve detailed balance?...

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Copyright © 2003 David MacKay's Research group, Cavendish Laboratory