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Hamiltonian Monte Carlo (HMC) sampling method in Python3, based on the original paper: Simon Duane, Anthony D. Kennedy, Brian J. Pendleton and Duncan Roweth (1987). "Hybrid Monte Carlo". Physics Letters B. 195 (2): 216–222.

License: MIT License

Python 100.00%
hmc mcmc-sampler python3 statistics ornstein-uhlenbeck-process stochastic-differential-equations bayesian-inference monte-carlo

hamiltonianmontecarlo's Introduction

Hi there, I am Michalis 👋 🇬🇷

🚀 About Me

I am an information engineer by training with a PhD in computer science and a diverse computational background, with over ten years of post doctoral scientific research experience in various domains, such as: machine learning, data assimilation, stochastic processes, climate modeling, single molecule microscopy image analysis and computational molecular biology.

  • 🔭 I am currently a scientific researcher at ICAR-CNR, working on artificial intelligence and machine learning problems.
  • 📝 You can find my research articles on my website.
  • 🌟 The PyGeneticAlgorithms code is now available!

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