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Hamiltonian MCMC #270

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emitra17 opened this issue Mar 14, 2019 · 1 comment
Open

Hamiltonian MCMC #270

emitra17 opened this issue Mar 14, 2019 · 1 comment
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enhancement New feature or request

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@emitra17
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Potential alternative to MH, supposed to be better.
A variant is the "NUTS" algorithm, which is implemented in the package "stan"

Should look into at some point.
@emitra17 emitra17 added the enhancement New feature or request label Mar 14, 2019
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Hamiltonian Monte Carlo relies on gradient information to make smarter move proposals than Metropolis Hastings.
This puts it somewhat outside the current focus of PyBNF, which is problems for which gradient information is not readily available.

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