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* You will find a description of the complete HMC algorithm in section 5.3.2.1 | * You will find a description of the complete HMC algorithm in section 5.3.2.1 | ||
- | Remember that you will alternate between two steps: | + | Remember that you will alternate between two steps: |
+ | |||
+ | - Sampling the momentum conditioned on the position. This is just sampling from a Gaussian. | ||
+ | - Proposing a new state for the position, given the momentum. This involves integrating the dynamics, and then accepting or rejecting based on integration error. | ||
You will have to tune two parameters in order to implement HMC: the variance of the momentum variables, and the timestep used for integrating the dynamics. Experiment with both, and report your results using plots like those you prepared for Part 1. | You will have to tune two parameters in order to implement HMC: the variance of the momentum variables, and the timestep used for integrating the dynamics. Experiment with both, and report your results using plots like those you prepared for Part 1. |