Yay! Finally something more directly from physics to data science. We will also have a chance to see how Metropolis-Hastings algorithm works!
The Hamiltonian Monte Carlo method is a kind of Metropolis-Hastings method. One of the weak points of Monte Carlo sampling comes up with random walks. Hamiltonian Monte Carlo method (HMC) is an approach to reducing the randomizing in algorithm of the sampling.
The original name was hybrid Monte Carlo method.
