Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods

DOI10.1016/J.JCP.2018.07.023zbMath1416.65517arXiv1807.04131OpenAlexW2846199606WikidataQ129520665 ScholiaQ129520665MaRDI QIDQ2311667

Elena Akhmatskaya, Tijana Radivojević, Mario Fernández-Pendás, Jesús María Sanz-Serna

Publication date: 4 July 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.04131

zbMATH Keywords

multi-stage integratorsmodified Hamiltonianenhanced samplingHamiltonian Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Related Items (5)

HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate ⋮ Thread-Parallel Anisotropic Mesh Adaptation ⋮ Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling ⋮ Modified Hamiltonian Monte Carlo for Bayesian inference ⋮ Geometric Integration of Measure-Preserving Flows for Sampling

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