Juliaで学ぶ Hamiltonian Monte Carlo (NUTS 入り)Hamiltonian Monte Carlo (HMC) is an MCMC method that uses Hamiltonian dynamics to efficiently explore the target distribution. It simulates the trajectory of a particle under Hamiltonian mechanics to propose new states that are usually accepted. No-U-Turn Sampler (NUTS) improves on HMC by automatically tuning the integration time.
