Related Experiment Video

Updated: Apr 6, 2026

Image-based Lagrangian Particle Tracking in Bed-load Experiments
10:32

Image-based Lagrangian Particle Tracking in Bed-load Experiments

Published on: July 20, 2017

9.6K

Markov Chain Monte Carlo from Lagrangian Dynamics

Shiwei Lan1, Vasileios Stathopoulos2, Babak Shahbaba1

  • 1Department of Statistics, University of California, Irvine, Irvine, CA 92697, USA.

Journal of Computational and Graphical Statistics : a Joint Publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
|August 5, 2015
PubMed

Hamiltonian Monte Carlo (HMC) improves the computational e ciency of the Metropolis-Hastings algorithm by reducing its random walk behavior. Riemannian HMC (RHMC) further improves the performance of HMC by exploiting the geometric properties of the parameter space. However, the geometric integrator used for RHMC involves implicit equations that require fixed-point iterations. In some cases, the computational overhead for solving implicit equations undermines RHMC's benefits. In an attempt to circumvent this problem, we propose an explicit integrator that replaces the momentum variable in RHMC by velocity. We show that the resulting transformation is equivalent to transforming Riemannian Hamiltonian dynamics to Lagrangian dynamics. Experimental results suggests that our method improves RHMC's overall computational e ciency in the cases considered. All computer programs and data sets are available online (http://www.ics.uci.edu/~babaks/Site/Codes.html) in order to allow replication of the results reported in this paper.

Keywords:
Explicit IntegratorHamiltonian Monte CarloLagrangian DynamicsRiemannian Manifold

More Related Videos

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids11:03

An Analog Macroscopic Technique for Studying Molecular Hydrodynamic Processes in Dense Gases and Liquids

Published on: December 4, 2017

9.1K
Age-dependent Dynamics of Locomotion in Caenorhabditis elegans: A Lyapunov Exponent Analysis06:44

Age-dependent Dynamics of Locomotion in Caenorhabditis elegans: A Lyapunov Exponent Analysis

Published on: September 23, 2025

689

Related Concept Videos

Principle of Linear Impulse and Momentum for a System of Particles01:21

Principle of Linear Impulse and Momentum for a System of Particles

In the context of a system of particles moving relative to an inertial frame of reference, the equation of motion is a crucial tool for understanding the dynamics of the system. This equation, which accounts for external forces acting on each particle, plays a fundamental role in describing the system's behavior.
Notably, internal forces between particles, occurring in equal and opposite collinear pairs, cancel out and are not part of the equation of motion. This exclusion simplifies the...
697
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving01:29

Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving

Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
407
Linear Momentum in Control Volume01:13

Linear Momentum in Control Volume

Newton's second law is applied to obtain the linear momentum in a control volume in a fluid system. According to this law, the rate of change of linear momentum is equal to the sum of external forces acting on the system. When a control volume matches the fluid system at a specific moment, the forces acting on both are identical. Reynolds transport theorem helps explain this by breaking down the system's linear momentum into two components: the rate of change of linear momentum within...
1.4K
Poisson's And Laplace's Equation01:25

Poisson's And Laplace's Equation

The electric potential of the system can be calculated by relating it to the electric charge densities that give rise to the electric potential. The differential form of Gauss's law expresses the electric field's divergence in terms of the electric charge density.
4.6K
Eulerian and Lagrangian Flow Descriptions01:22

Eulerian and Lagrangian Flow Descriptions

Fluid flow analysis is critical in many scientific and engineering disciplines, and two principal approaches are used to describe this flow: the Eulerian and Lagrangian methods. These methods offer different perspectives on monitoring and analyzing the motion of fluids, each with distinct advantages depending on the scenario.
The Eulerian method focuses on fixed points in space where fluid properties, such as velocity, pressure, and temperature, are observed as the fluid moves between these...
2.2K
Principle of Linear Impulse and Momentum for a Single Particle01:20

Principle of Linear Impulse and Momentum for a Single Particle

Linear momentum is a fundamental concept in physics that describes the motion of an object. It is a vector quantity, having a magnitude equal to the product of its mass and its velocity, and direction along the object's velocity. On the other hand, linear impulse, also known as momentum impulse, is a concept in physics related to the change in the linear momentum of an object. Impulse is a vector quantity defined as the product of force and the time over which the force is applied.
Delving...
1.9K