MassMatrices

Mass matrix classes and associated methods.

The classes in this module describe the metric used in HMC algorithms. Changing the metric alters the shape of trajectories the HMC algorithm generates, thereby impacting convergence performance.

All of the classes inherit from _AbstractMassMatrix; a base class outlining required methods and their signatures (required in- and outputs).

Note

The mass matrix is vitally important for the performance of HMC algorithms A tutorial on the tuning parameters of HMC can be found at Tuning Hamiltonian Monte Carlo.

Available classes within MassMatrices:

_AbstractMassMatrix	Abstract base class for mass matrices.
Unit	The unit mass matrix.
Diagonal	The diagonal mass matrix.