On the application of improved symplectic integrators in Hamiltonian Monte Carlo (Q4563427)

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scientific article; zbMATH DE number 6879740
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On the application of improved symplectic integrators in Hamiltonian Monte Carlo
scientific article; zbMATH DE number 6879740

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    On the application of improved symplectic integrators in Hamiltonian Monte Carlo (English)
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    1 June 2018
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    efficient sample size
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    Hamiltonian Monte Carlo
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    integration scheme
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    leapfrog method
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    No-U-Turn sampler
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    parameterized numerical scheme
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