A Conceptual Introduction to Hamiltonian Monte Carlo · HackerPapers discussions

A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by crystal_revenge

Thu, 04 Dec 2025 04:48:08 GMT

I think you're confusing the sampling process and the convergence of those samples with the warmup process (also called 'burn-in') in HMC. When doing HMC MCMC we typically don't start sampling right away (or, more precisely we throw out those samples) because we may be initializing the sampler in a part of the distribution that involves pretty low probability density. After the chain has run awhile it tends to end up sampling from the typical set which, especially in high dimensional distribution, tends to more correctly represent the distribution we actually want to integrate over. So for…

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A Conceptual Introduction to Hamiltonian Monte Carlo — HN submission

Mon, 01 Sep 2025 01:23:36 GMT

A Conceptual Introduction to Hamiltonian Monte Carlo [pdf]

1 point; 0 discussion replies on HN. Paper and source history. A submission is not an endorsement.

A Conceptual Introduction to Hamiltonian Monte Carlo — HN submission

Sun, 17 Nov 2024 08:13:36 GMT

Overview of differential geometry for Hamiltonian Monte Carlo

8 points; 0 discussion replies on HN. Paper and source history. A submission is not an endorsement.

A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by winwang

Wed, 06 Mar 2024 03:01:23 GMT

Also did a bit of QC research. Since I'm tipsy, I skimmed the Twitter post. Here's a pdf on arxiv about HMC (2017) which I found in 20 seconds: https://arxiv.org/abs/1701.02434 Seems like Claude3 is decently logical in paraphrasing key parts of text in a good order, but with repetition scattered everywhere. Also Monte Carlo is something which sounds cool but is literally just conceptual dart-throwing. I've always hated the name.

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by tfehring

Tue, 08 Dec 2020 18:54:04 GMT

A Conceptual Introduction to Hamiltonian Monte Carlo (2017) https://arxiv.org/abs/1701.02434

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by AlexCoventry

Thu, 11 Apr 2019 17:07:54 GMT

Betancourt's survey is at least as good, and more up to date. https://arxiv.org/pdf/1701.02434.pdf

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by aportnoy

Wed, 05 Dec 2018 17:10:55 GMT

Also check out Michael Betancourt’s (one of the developers of Stan) introduction: https://arxiv.org/abs/1701.02434

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by panarky

Sun, 14 Oct 2018 18:20:38 GMT

Stan supports Hamiltonian Monte Carlo. https://arxiv.org/pdf/1701.02434.pdf

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by tgb

Sat, 11 Nov 2017 17:44:30 GMT

I won't dispute the main point of the article but a couple minor errors bug me. First, he kept referring to a Gaussian distribution as being the unit sphere, when of course the radius depends upon the parameters of the Gaussian (the standard deviation). If not, then it wouldn't be invariant under which units you chose. A bizarre mistake to repeat many times throughout the article. Less importantly, the last paragraph says that the probability that two samples are orthogonal is "very high". Being precisely orthogonal is technically a probability zero event. There author means "very close to…

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A Conceptual Introduction to Hamiltonian Monte Carlo — mentioned by jamii

Sun, 28 May 2017 00:15:23 GMT

In case anyone is wondering how Bayesian inference works on non-trivial problems: https://arxiv.org/pdf/1701.02434.pdf

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A Conceptual Introduction to Hamiltonian Monte Carlo — HN submission

Tue, 28 Feb 2017 02:25:32 GMT

A Conceptual Introduction to Hamiltonian Monte Carlo

155 points; 33 discussion replies on HN. Paper and source history. A submission is not an endorsement.