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| author | wolffd |
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| date | Tue, 10 Feb 2015 15:05:51 +0000 |
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| 1 <html> | |
| 2 <head> | |
| 3 <title> | |
| 4 Netlab Reference Manual demhmc1 | |
| 5 </title> | |
| 6 </head> | |
| 7 <body> | |
| 8 <H1> demhmc1 | |
| 9 </H1> | |
| 10 <h2> | |
| 11 Purpose | |
| 12 </h2> | |
| 13 Demonstrate Hybrid Monte Carlo sampling on mixture of two Gaussians. | |
| 14 | |
| 15 <p><h2> | |
| 16 Synopsis | |
| 17 </h2> | |
| 18 <PRE> | |
| 19 demhmc1</PRE> | |
| 20 | |
| 21 | |
| 22 <p><h2> | |
| 23 Description | |
| 24 </h2> | |
| 25 The problem consists of generating data from a mixture of two Gaussians | |
| 26 in two dimensions using a hybrid Monte Carlo algorithm with persistence. | |
| 27 A mixture model is then fitted to the sample to compare it with the | |
| 28 true underlying generator. | |
| 29 | |
| 30 <p><h2> | |
| 31 See Also | |
| 32 </h2> | |
| 33 <CODE><a href="demhmc3.htm">demhmc3</a></CODE>, <CODE><a href="hmc.htm">hmc</a></CODE>, <CODE><a href="dempot.htm">dempot</a></CODE>, <CODE><a href="demgpot.htm">demgpot</a></CODE><hr> | |
| 34 <b>Pages:</b> | |
| 35 <a href="index.htm">Index</a> | |
| 36 <hr> | |
| 37 <p>Copyright (c) Ian T Nabney (1996-9) | |
| 38 | |
| 39 | |
| 40 </body> | |
| 41 </html> |