cs401r_w2016:lab10
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cs401r_w2016:lab10 [2016/03/17 20:39] admin |
cs401r_w2016:lab10 [2018/03/30 17:06] sadler [Description:] |
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| **Part 2: Hamiltonian MCMC** | **Part 2: Hamiltonian MCMC** | ||
| - | For this part, you will code the Hamiltonian MCMC algorithm, as discussed in class. To do this, you will need to compute the gradient of the density function with respect to the state. An easy easy way to do this is to use the [[https://github.com/HIPS/autograd|autograd]] package: | + | For this part, you will code the Hamiltonian MCMC algorithm, as discussed in class. You will run three independent chains and report them in the same graphs. To do this, you will need to compute the gradient of the density function with respect to the state. An easy easy way to do this is to use the [[https://github.com/HIPS/autograd|autograd]] package: |
| <code python> | <code python> | ||
| from autograd import grad | from autograd import grad | ||
cs401r_w2016/lab10.txt ยท Last modified: 2021/06/30 23:42 (external edit)
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