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GitHub / vrettasm / HamiltonianMonteCarlo
Hamiltonian Monte Carlo (HMC) sampling method in Python3, based on the original paper: Simon Duane, Anthony D. Kennedy, Brian J. Pendleton and Duncan Roweth (1987). "Hybrid Monte Carlo". Physics Letters B. 195 (2): 216–222.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/vrettasm%2FHamiltonianMonteCarlo
Stars: 0
Forks: 0
Open Issues: 1
License: mit
Language: Python
Repo Size: 7.19 MB
Dependencies:
4
Created: almost 2 years ago
Updated: 3 months ago
Last pushed: 11 months ago
Last synced: 3 months ago
Topics: bayesian-inference, hmc, mcmc-sampler, monte-carlo, ornstein-uhlenbeck-process, python3, statistics, stochastic-differential-equations