demhmc1
Purpose
Demonstrate Hybrid Monte Carlo sampling on mixture of two Gaussians.
Synopsis
demhmc1
Description
The problem consists of generating data from a mixture of two Gaussians
in two dimensions using a hybrid Monte Carlo algorithm with persistence.
A mixture model is then fitted to the sample to compare it with the
true underlying generator.
See Also
demhmc3, hmc, dempot, demgpot
Pages:
Index
Copyright (c) Ian T Nabney (1996-9)