Hamiltonian MCMC Part 2

In this second article on the Hamiltonian Monte Carlo algorithm, we look at a modification to aimed at mitigating issues caused by making decorrelated proposals, while maintaining a high acceptance rate.

25 October 2019

Recent stories

words by <span>{authorName}</span>

This article was created by the Insights team at iwoca.

Article updated on: 9 March 2020

Want to know more?

Get a regular dose of the best small business finance news, stories and curated articles sent direct to your inbox. Sign up for our newsletter. No spam just inspo.