Hybrid Monte Carlo Sampler for Python
Project description
This package is a straight-forward port of the functions hmc2.m and hmc2_opt.m from the MCMCstuff matlab toolbox written by Aki Vehtari <http://www.lce.hut.fi/research/mm/mcmcstuff/>.
The code is originally based on the functions hmc.m from the netlab toolbox written by Ian T Nabney <http://www.ncrg.aston.ac.uk/netlab/index.php>.
The portion of algorithm involving “windows” is derived from the C code for this function included in the Software for Flexible Bayesian Modeling written by Radford Neal <http://www.cs.toronto.edu/~radford/fbm.software.html>.
This software is distributed under the BSD License (see LICENSE file).
