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
- Matlab
- Paper link: [https://papers.nips.cc/paper/6147-towards-unifying-hamiltonian-monte-carlo-and-slice-sampling.pdf)
@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}
}