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rmcgibbo / pyhmc

Hamiltonain Monte Carlo in Python
https://pythonhosted.org/pyhmc
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remove the 0.5 scaling term #17

Open xuhuifan opened 6 years ago

xuhuifan commented 6 years ago

Remove the 0.5 scaling term in the full leapfrog step. The original paper of "Neal's MCMC using Hamiltoniann" (http://www.mcmchandbook.net/HandbookChapter5.pdf, page 125) does not contain this term.

Also, both of the following link do not contain the 0.5 scaling term line 357 of https://github.com/koepsell/pyhmc/blob/master/hmc2.py line 199 of https://github.com/koepsell/pyhmc/blob/master/hmc2.m

fanzhuyifan commented 3 months ago

I think the code here is trying to do half-step updates in momentum, and it needs a half step momentum update after the full step update.