Package dev.nm.stat.random.rng.multivariate.mcmc.hybrid
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Class Summary Class Description AbstractHybridMCMC Hybrid Monte Carlo, or Hamiltonian Monte Carlo, is a method that combines the traditional Metropolis algorithm, with molecular dynamics simulation.ErgodicHybridMCMC A simple decorator which will randomly vary dt between each sample.HybridMCMC This class implements a hybrid MCMC algorithm.LeapFrogging The leap-frogging algorithm is a method for simulating Molecular Dynamics, which is time-reversible.LeapFrogging.DynamicsState Contains the entire state (both the position and the momentum) at a given point in time.MultipointHybridMCMC A multi-point Hybrid Monte Carlo is an extension of HybridMCMC, where during the proposal generation instead of considering only the last configuration after the dynamics simulation, we pick a proposal from a window of the last M configurations.