File:Hamiltonian Monte Carlo.gif

Hamiltonian_Monte_Carlo.gif (548 × 284 pixels, file size: 9.29 MB, MIME type: image/gif, looped, 226 frames, 18 s)

Summary

Description
English: In statistics, Hamiltonian Monte Carlo is a technique commonly used to reconstruct unobserved parameters based on observed data. Bayes theorem is used to calculate the posterior probability of every possible set of parameters, and a physics simulation is used to sample that posterior probability distribution.

The two axes of the plot represent two coupled parameters. The shading and contours represent the posterior probability distribution, where white is lower and green is higher.

Starting from an arbitrary guess, the simulation stochastically travels to a variety of likely points, which are all accepted as plausible answers.
Date
Source Own work using: github.com/jkunimune/hamiltonian-mc
Author Justinkunimune
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Captions

An animation of Hamiltonian Monte Carlo in two dimensions

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depicts

Hamiltonian Monte Carlo

creator

some value

author name string: Justinkunimune
Wikimedia username: Justinkunimune

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copyrighted, dedicated to the public domain by copyright holder

copyright license

Creative Commons CC0 License

source of file

original creation by uploader

inception

24 March 2024

data size

9,742,755 byte

height

284 pixel

width

548 pixel

media type

image/gif

checksum

8ff1669ec2c12a19259f6b24e5e37cbe97b4b6ed

determination method or standard: SHA-1

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Date/TimeThumbnailDimensionsUserComment
current00:01, 25 March 2024Thumbnail for version as of 00:01, 25 March 2024548 × 284 (9.29 MB)JustinkunimuneUploaded own work with UploadWizard

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