File:Hamiltonian Monte Carlo.svg

From Wikimedia Commons, the free media repository
Jump to navigation Jump to search

Original file ‎(SVG file, nominally 617 × 320 pixels, file size: 107 KB)

Captions

Captions

An example of Hamiltonian Monte Carlo in two dimensions

Summary[edit]

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
Other versions

Licensing[edit]

I, the copyright holder of this work, hereby publish it under the following license:
Creative Commons CC-Zero This file is made available under the Creative Commons CC0 1.0 Universal Public Domain Dedication.
The person who associated a work with this deed has dedicated the work to the public domain by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.

File history

Click on a date/time to view the file as it appeared at that time.

Date/TimeThumbnailDimensionsUserComment
current00:01, 25 March 2024Thumbnail for version as of 00:01, 25 March 2024617 × 320 (107 KB)Justinkunimune (talk | contribs)Uploaded own work with UploadWizard

You cannot overwrite this file.

There are no pages that use this file.

Metadata

This file contains additional information such as Exif metadata which may have been added by the digital camera, scanner, or software program used to create or digitize it. If the file has been modified from its original state, some details such as the timestamp may not fully reflect those of the original file. The timestamp is only as accurate as the clock in the camera, and it may be completely wrong.

Retrieved from "https://commons.wikimedia.org/w/index.php?title=File:Hamiltonian_Monte_Carlo.svg&oldid=875478345"