Skip to content

Commit

Permalink
Update README.md
Browse files Browse the repository at this point in the history
  • Loading branch information
JakobRobnik authored Dec 1, 2023
1 parent f096d11 commit 2f652bd
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion README.md
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@ Check out [this tutorial](notebooks/tutorials/Constraints.ipynb).
MCHMC samples are less costly. What is relevant for the computational time is the number of gradient evaluations used. Each sample in MCHMC is two gradient evaluations (1 gradient evaluation if leapfrog integrator is used instead of minimal norm integrator). Each sample in HMC is L gradient evaluations (where L is the number of leapfrog steps per sample), which can be quite large for hard targets (in default NUTS setting up to 1024).

### Is MCHMC just some weird projection of HMC onto the constant energy surface?
No, the Hamiltonian dynamics of both methods are different (the particles move differently).
No, the Hamiltonian dynamics of both methods are different (the particles move differently). Below is the motion of MCHMC particles for the Rosenbrock target distribution.



Expand Down

0 comments on commit 2f652bd

Please sign in to comment.