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Notes on Hamiltonian Monte Carlo from a purely probabilistic perspective [P]

This story is from 2026-08-20. It is preserved in the archive; the latest stories are on the live feed.

I’ve been studying Hamiltonian Monte Carlo and wrote a set of notes explaining HMC without relying on the usual physics-based motivation. The notes develop HMC from a probabilistic/MCMC perspective, starting from introducing an auxiliary variable, constructing the corresponding Markov chain, and th…

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  1. 2026-08-20 20:37 · r/MachineLearning
    Notes on Hamiltonian Monte Carlo from a purely probabilistic perspective [P]

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