Seonglae ChoHMC, hybrid Monte Carlo
Hamiltonian Mechanics 사용해서 Particle filter 해밀토니안 방정식을 기반으로 입자의 경로를 시뮬레이션하여
초기 샘플과 최종 샘플 간의 확률적 일치를 유지해 MCMC 특성을 만족시킨다.
Sample Path
Hamiltonian Monte Carlo
The Hamiltonian Monte Carlo algorithm is a Markov chain Monte Carlo method for obtaining a sequence of random samples whose distribution converges to a target probability distribution that is difficult to sample directly. This sequence can be used to estimate integrals of the target distribution, such as expected values and moments.
https://en.wikipedia.org/wiki/Hamiltonian_Monte_Carlo
