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Symplectic integrators #18

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rlouf opened this issue Jan 14, 2023 · 0 comments
Open

Symplectic integrators #18

rlouf opened this issue Jan 14, 2023 · 0 comments
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Tutorial Add a sampler tutorial

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@rlouf
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rlouf commented Jan 14, 2023 •
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Building up to a full tutorial on HMC we need to explain what symplectic integrators are and why we use them for HMC

  • Why we use them, comparison with naive integrators
  • Properties
  • Influence of the step size
  • Influence of the trajectory length
  • Palindromic integrators

Use the integrators implemented in /mcmc/integrators.py to illustrate.
@rlouf rlouf added the Tutorial Add a sampler tutorial label Jan 14, 2023
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