Hi all! I wrote up some notes and computational experiments while reading Generalizing Hamiltonian Monte Carlo with Neural Networks, by Levy, Hoffman, and Sohl-Dickstein. Hoffman might sound familiar as one of the authors on the original NUTS paper.
Essay/notes: https://colindcarroll.com/2018/01/20/a-summary-of-generalizing-hamiltonian-monte-carlo-with-neural-networks/
Jupyter notebook: https://gist.github.com/ColCarroll/b689419a1a5ab473e8ec22c06dc2e5b8
