Reverse-Engineering Hamiltonian Monte Carlo: The MCMC Engine Behind Modern Bayesian Inference
中文摘要
本文深入探讨并反向工程哈密顿蒙特卡洛（HMC）算法，揭示其作为现代贝叶斯推断核心MCMC引擎的机制。
English Summary
This article explores reverse-engineering Hamiltonian Monte Carlo (HMC), the essential MCMC engine powering modern Bayesian inference.
Original Excerpt
The past few articles we’ve written covered the building blocks of Bayesian Inference and Statistical Machine Learning from the ground up… Continue reading on Towards AI »