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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}
}

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