remove the 0.5 scaling term #17
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Remove the unnecessary 0.5 scale in the full leapfrog step. The original paper of "Neal's MCMC using Hamiltoniann" (http://www.mcmchandbook.net/HandbookChapter5.pdf, page 125) does not contain this term. Also, both of the following link do not contain the 0.5 scale term line 357 of https://github.com/koepsell/pyhmc/blob/master/hmc2.py line 199 of https://github.com/koepsell/pyhmc/blob/master/hmc2.m
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I think the code here is trying to do half-step updates in momentum, and it needs a half step momentum update after the full step update. |
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Remove the 0.5 scaling term in the full leapfrog step.
The original paper of "Neal's MCMC using Hamiltoniann" (http://www.mcmchandbook.net/HandbookChapter5.pdf, page 125) does not contain this term.
Also, both of the following link do not contain the 0.5 scaling term
line 357 of https://github.com/koepsell/pyhmc/blob/master/hmc2.py
line 199 of https://github.com/koepsell/pyhmc/blob/master/hmc2.m