Hamiltonian MCMC

In this two-part blog we'll discuss a dynamics-inspired twist on the classic Metropolis-Hastings algorithm, known as Hamiltonian Monte Carlo, for solving difficult sampling problems.

24 October 2019

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.