MCMC Using Hamiltonian Dynamics

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MCMC Using Hamiltonian Dynamics 115 dqi dt = ∂H ∂pi, (5.1) dpi dt =− ∂H ∂qi, (5.2) for i =1,...,d.For any time interval of duration s, these equations define a mapping, Ts, from the state at any time t to the state at time t +s. (Here, H, and hence Ts, are assumed to not depend on t.) Alternatively, we can combine the vectors q and p into the vector z =(q,p) with 2d ...

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