An important detail of the Hamiltonian Monte Carlo methods that the simulation of the Hamiltonian
An important detail of the Hamiltonian Monte Carlo methods that the simulation of the Hamiltonian | savvyessaywriters.org
An important detail of the Hamiltonian Monte Carlo methods that the simulation of the Hamiltonian dynamics, while it may be inaccurate, must be perfectly reversible, in the sense that if the initial condition(x; p) goes to 
, then the same simulator must take 
to (x;??p), and the inaccurate dynamics must conserve state-space volume.[The leapfrog method in algorithm 30.1 satisfies these rules.
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