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	Dynamic Hamiltonian Monte Carlo	Hamiltonian Monte Carlo
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	2014	1987
Twórca	Matthew D. Hoffman and Andrew Gelman	—
Typ	adaptive MCMC sampler	Gradient-based Markov chain Monte Carlo sampler
Źródło pierwotne	Hoffman, M. D. & Gelman, A. (2014). The No-U-Turn Sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo. Journal of Machine Learning Research, 15(1), 1593–1623.	Duane, S., Kennedy, A. D., Pendleton, B. J., & Roweth, D. (1987). Hybrid Monte Carlo. Physics Letters B, 195(2), 216–222.
Inne nazwy	Dynamic HMC, NUTS, No-U-Turn Sampler, adaptive HMC	HMC, Hybrid Monte Carlo, NUTS, No-U-Turn Sampler
Pokrewne	5	3
Podsumowanie	Dynamic Hamiltonian Monte Carlo — widely known as the No-U-Turn Sampler (NUTS) — is an adaptive extension of Hamiltonian Monte Carlo that automatically selects the number of leapfrog integration steps during each MCMC transition, removing the need to hand-tune the most sensitive tuning parameter of standard HMC. It is the default sampler in Stan and PyMC and is suitable for continuous, differentiable posterior distributions of moderate to high dimension.	Hamiltonian Monte Carlo (HMC) is a gradient-based Markov chain Monte Carlo algorithm that uses the geometry of the log-posterior surface to make large, informed jumps through parameter space instead of the small random steps of classical MCMC. Originally introduced for lattice field theory by Duane, Kennedy, Pendleton, and Roweth (1987) under the name Hybrid Monte Carlo, and brought into mainstream statistics by Radford Neal's authoritative 2011 chapter, HMC is today the default sampler in Stan and PyMC and is widely regarded as the state-of-the-art engine for Bayesian posterior inference in high-dimensional models.