hmc.rar

Upload User: b285004779
Upload Date: 2014-11-07
Package size: 3k
Downloads: 15
Category: Algorithm
Development Platform: matlab
Detail: Hybrid Monte Carlo sampling.SAMPLES = HMC(F, X, OPTIONS, GRADF) uses a hybrid Monte Carlo algorithm to sample from the distribution P ~ EXP(-F), where F is the first argument to HMC. The Markov chain starts at the point X, and the function GRADF is the gradient of the `energy function F.
    
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