Tag: hamiltonian
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Counterdiabatic Hamiltonian Monte Carlo
Counterdiabatic Hamiltonian Monte Carlo arXiv:2602.21272v1 Announce Type: new Abstract: Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian, in order to interpolate from an initial tractable distribution to the…
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Resonances in reflective Hamiltonian Monte Carlo
Resonances in reflective Hamiltonian Monte Carlo arXiv:2504.12374v1 Announce Type: new Abstract: In high dimensions, reflective Hamiltonian Monte Carlo with inexact reflections exhibits slow mixing when the particle ensemble is initialised from a Dirac delta distribution and the uniform distribution is targeted. By quantifying the instantaneous non-uniformity of the distribution with the Sinkhorn divergence, we elucidate…
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From Physics to Probability: Hamiltonian Mechanics for Generative Modeling and MCMC
From Physics to Probability: Hamiltonian Mechanics for Generative Modeling and MCMC Phase space of a nonlinear pendulum. Photo by the author. Hamiltonian mechanics is a way to describe how physical systems, like planets or pendulums, move over time, focusing on energy rather than just forces. By reframing complex dynamics through energy lenses, this 19th-century physics…