Figure 1
(a) Illustration of the evolution of Hamiltonian dynamics to move an object from to in the parameter space. Flipping the direction of the momentum at reverses the energy and brings the object back to . (b) An HMCMC drawing sequence. Contour lines are the joint probability distribution . The topmost and leftmost curves represent the marginal distributions of the parameter and the momentum, respectively. With an initial parameter , a random momentum is generated to create a state of Hamiltonian (blue arrow). Parameter is generated as the result of the evolution from state to state through the trajectory 1 → 1′ (red arrow). This process repeats to generate a sequence of parameters. |