Skip to content

Conversation

@bhargavvader
Copy link
Contributor

@bhargavvader bhargavvader commented Jul 21, 2017

Restructure RMHMC to accommodate for the new refactoring by @aseyboldt .
Closed the old PR #2240.

Currently implementing algorithms algorithm 1 and algorithm 2 on page 12 in this paper which describes a Hamiltonian evolution for RMHMC. We will be using an approximation for the Hessian, preferably where the Hessian is the diagonal elements of the outer product of the potential, or take a crack at footnote 3, which talks about Hessian vector products.

@bhargavvader
Copy link
Contributor Author

https://summerofcode2017.wordpress.com/2017/08/09/the-way-forward-gsoc-2017/

A small blog post for anyone else interested in taking this forward.

@twiecki twiecki closed this Nov 3, 2017
@jlumpe
Copy link

jlumpe commented Aug 9, 2018

Exactly one year later... what's the status of this PR? Are you still planning on coming back to it, or just waiting on someone else to pick it up?

@fonnesbeck
Copy link
Member

fonnesbeck commented Aug 10, 2018

The PR is closed, so we do not anticipate further development.

@bhargavvader
Copy link
Contributor Author

@jlumpe I'm afraid I don't have the bandwidth to take this up now. :(

@twiecki
Copy link
Member

twiecki commented Aug 10, 2018

@jlumpe If you want to give it a shot, that'd be great. However, the utility of RMHMC is rather doubtful to me at this point.

@jlumpe
Copy link

jlumpe commented Aug 11, 2018

Thank you for the responses, it's possible I may end up trying to take this on at some point.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

4 participants