HMC on Embedinker Labshttps://lab.embedinker.com/tags/hmc/Recent content in HMC on Embedinker LabsHugoen-usFri, 23 Oct 2026 08:40:00 +0000NUTS on a Multi-Modal GARCH Posterior: Basins, Curvature Caps, and What the Chains Foundhttps://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model-nuts-results/Fri, 23 Oct 2026 08:40:00 +0000https://lab.embedinker.com/posts/monte-carlo-simulations-volatility-model-nuts-results/Making Bayesian GARCH(1,1) estimation robust on long return histories: a custom coordinate frame, a deterministic basin inventory, curvature-capped NUTS, and what the chains found.