Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo (Q6129879): Difference between revisions

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+Q4315882
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+Geometric integrators and the Hamiltonian Monte Carlo method
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+Modified Hamiltonian Monte Carlo for Bayesian inference
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+Numerical Integrators for the Hybrid Monte Carlo Method
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+Palindromic 3-stage splitting integrators, a roadmap
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+HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate
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+Adaptive multi-stage integrators for optimal energy conservation in molecular simulations
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+Splitting and composition methods in the numerical integration of differential equations
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+On the Numerical Integration of Ordinary Differential Equations by Symmetric Composition Methods
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+The accuracy of symplectic integrators
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+Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
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+Common molecular dynamics algorithms revisited: Accuracy and optimal time steps of Störmer-Leapfrog integrators
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+GSHMC: An efficient method for molecular simulation
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+Multiple-time-stepping generalized hybrid Monte Carlo methods
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+Nonlinear resonance artifacts in molecular dynamics simulations
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+Optimal tuning of the hybrid Monte Carlo algorithm
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+The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian   Monte Carlo
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+Monte Carlo strategies in scientific computing
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+Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
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+Inference from iterative simulation using multiple sequences
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