Let
(1)
be the Hamiltonian. The Hamiltonian Monte Carlo proposal is accepted with the Metropolis–Hastings acceptance probability
(2)
The leapfrog map is volume preserving and reversible after momentum reversal, so no proposal-density Jacobian appears.

Ancestors (11)

  1. a
  2. 6
  3. Paper 216
  4. iii
  5. 2019
  6. Past exam of the mathematics course of the University of Cambridge
  7. Mathematics course of the University of Cambridge
  8. Course of the University of Cambridge
  9. University of Cambridge
  10. List of universities
  11. Home

View article source

Discussion (0)

New discussion

There are no discussions about this article yet.

Articles by others on the same topic (0)

There are currently no matching articles.
See all articles in the same topic Create my own version