Daniel@0: Daniel@0: Daniel@0: Daniel@0: Netlab Reference Manual demhmc1 Daniel@0: Daniel@0: Daniel@0: Daniel@0:

demhmc1 Daniel@0:

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Daniel@0: Purpose Daniel@0:

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

Daniel@0: Synopsis Daniel@0:

Daniel@0: 
Daniel@0: demhmc1
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Daniel@0: Description Daniel@0:

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

Daniel@0: See Also Daniel@0:

Daniel@0: demhmc3, hmc, dempot, demgpot
Daniel@0: Pages: Daniel@0: Index Daniel@0:
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Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: