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SUMMARY:On choosing the mass matrix for Hamiltonian Monte Carlo - Tor Fjel
 de and Tim Hargreaves\, University of Cambridge
DTSTART:20230531T100000Z
DTEND:20230531T113000Z
UID:TALK201946@talks.cam.ac.uk
CONTACT:Isaac Reid
DESCRIPTION:In this talk will first go through the basics of Hamiltonian M
 onte Carlo (HMC)\, and then discuss some old and some recent developments 
 in the field\, with a particular focus on the role of the covariance matri
 x of the momentum distribution.\n\nPotential reading:\nNeal\, R. M. (2012)
 . Mcmc Using Hamiltonian Dynamics. arXiv:1206.1901. http://arxiv.org/abs/1
 206.1901v1.\nGirolami\, M.\, & Calderhead\, B. (2011). Riemann manifold la
 ngevin and hamiltonian monte carlo methods. Journal of the Royal Statistic
 al Society: Series B (Statistical Methodology)\, 73(2)\, 123–214.\nBetan
 court\, M. J.\, & Girolami\, M. (2013). Hamiltonian monte carlo for hierar
 chical models. arXiv:1312.0906. http://arxiv.org/abs/1312.0906v1.\nLangmor
 e\, I.\, Dikovsky\, M.\, Geraedts\, S.\, Norgaard\, P.\, & Behren\, R. V. 
 (2019). A condition number for hamiltonian monte carlo. arXiv:1905.09813. 
 http://arxiv.org/abs/1905.09813v3.
LOCATION:Cambridge University Engineering Department\, CBL Seminar room BE
 4-38.
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