Split Hamiltonian Monte Carlo

DOI10.1007/S11222-012-9373-1zbMath1325.62018arXiv1106.5941OpenAlexW1979619742MaRDI QIDQ892476

Wesley O. Johnson, Babak Shahbaba, Shiwei Lan, Radford M. Neal

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5941

zbMATH Keywords

Bayesian analysisMarkov chain Monte CarloHamiltonian dynamics

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Uses Software

• NUTS

Cites Work

• Unnamed Item
• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• Hybrid Monte Carlo on Hilbert spaces
• Simulating Hamiltonian Dynamics
• Practical Markov Chain Monte Carlo
• Accurate Approximations for Posterior Moments and Marginal Densities

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