[EM] Exact spatial model probabilities?

Daniel Carrera dcarrera at gmail.com
Tue Jan 25 19:02:39 PST 2022


On Tue, Jan 25, 2022 at 8:52 PM Forest Simmons <forest.simmons21 at gmail.com>
wrote:

> We have the force field, and I proposed using it to find sinks as possibly
> stable equilibria positions ... local minima of the electo-potential V.
>
> All we have to do is add some inertia to the test point and set it in
> motion. Then keep track of the time average, and we have a space average
> for the basin to which the particle is limited by its initial energy.
>
>>
What you are saying sounds similar to how Hamiltonian Monte Carlo sees a
probability distribution as a potential and traces orbits about that
potential to efficiently sample from it. However, I must confess that I
haven't quite understood how you would turn the problem Kristofer wants to
solve into a potential V. But if you can express the problem in the
language that HMC can understand, there are popular tools used by
statisticians (e.g. the Stan language) that have HMC (and the
closely related and very fast No U-Turn Sampler) already implemented.

https://en.wikipedia.org/wiki/Hamiltonian_Monte_Carlo

Cheers,
-- 
Dr. Daniel Carrera
Postdoctoral Research Associate
Iowa State University
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