wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual demhmc1 wolffd@0: wolffd@0: wolffd@0: wolffd@0:

demhmc1 wolffd@0:

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wolffd@0: Purpose wolffd@0:

wolffd@0: Demonstrate Hybrid Monte Carlo sampling on mixture of two Gaussians. wolffd@0: wolffd@0:

wolffd@0: Synopsis wolffd@0:

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wolffd@0: demhmc1

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wolffd@0: Description wolffd@0:

wolffd@0: The problem consists of generating data from a mixture of two Gaussians wolffd@0: in two dimensions using a hybrid Monte Carlo algorithm with persistence. wolffd@0: A mixture model is then fitted to the sample to compare it with the wolffd@0: true underlying generator. wolffd@0: wolffd@0:

wolffd@0: See Also wolffd@0:

wolffd@0: demhmc3, hmc, dempot, demgpot

wolffd@0: Pages: wolffd@0: Index wolffd@0:

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