HMCOptimizer

By Sheila Elam on AppTrack Ninja.

This is a convenient Hamiltonian Monte Carlo (HMC) and No-U-Turn Sampler (NUTS) sampling/optimization tool with simple features. The application splits the core capabilities into multiple functional pages: interactive definition of target distribution (Gaussian/uniform/exponential), selection and tuning of parameter symplectic integrators, and quality matrix adaptation and optimization; Support HMC and NUTS sampling operation, progress display and result summary, and provide sampling efficiency and convergence diagnostic analysis (ESS, R-hat, Geweke, autocorrelation, distribution histogram an…

Categories: Utilities

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