hmc.rar
Upload User: b285004779
Upload Date: 20141107
Package size: 3k
Downloads: 16
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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