Geometric integrators and the Hamiltonian Monte Carlo method (Q5230516)

scientific article; zbMATH DE number 7099155

Language	Label	Description	Also known as
English	Geometric integrators and the Hamiltonian Monte Carlo method	scientific article; zbMATH DE number 7099155

Statements

instance of

scholarly article

0 references

title

Geometric integrators and the Hamiltonian Monte Carlo method (English)

0 references

author

Nawaf Bou-Rabee

0 references

Jesús María Sanz-Serna

0 references

published in

Acta Numerica

0 references

publication date

28 August 2019

0 references

full work available at URL

https://arxiv.org/abs/1711.05337

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

GSHMC: An efficient method for molecular simulation

0 references

A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators

0 references

Q3996938

0 references

An introduction to MCMC for machine learning

0 references

Q4692311

0 references

Stochastic simulation: Algorithms and analysis

0 references

Optimal tuning of the hybrid Monte Carlo algorithm

0 references

Hybrid Monte Carlo on Hilbert spaces

0 references

MCMC METHODS FOR DIFFUSION BRIDGES

0 references

Q5483032

0 references

A Concise Introduction to Geometric Numerical Integration

0 references

Numerical Integrators for the Hybrid Monte Carlo Method

0 references

Coupling and convergence for Hamiltonian Monte Carlo

0 references

Nonasymptotic mixing of the MALA algorithm

0 references

Randomized Hamiltonian Monte Carlo

0 references

Pathwise accuracy and ergodicity of metropolized integrators for SDEs

0 references

A patch that imparts unconditional stability to explicit integrators for Langevin-like equations

0 references

Metropolis Integration Schemes for Self-Adjoint Diffusions

0 references

Numerical Methods for Ordinary Differential Equations

0 references

The Development of Variable-Step Symplectic Integrators, with Application to the Two-Body Problem

0 references

Instabilities and Inaccuracies in the Integration of Highly Oscillatory Problems

0 references

Q4313501

0 references

Extra chance generalized hybrid Monte Carlo

0 references

Palindromic 3-stage splitting integrators, a roadmap

0 references

Theoretical and numerical comparison of some sampling methods for molecular dynamics

0 references

Error Growth in the Numerical Integration of Periodic Orbits, with Application to Hamiltonian and Reversible Systems

0 references

Error growth in the numerical integration of periodic orbits by multistep methods, with application to reversible systems

0 references

Stochastic Equations in Infinite Dimensions

0 references

The Markov chain Monte Carlo revolution

0 references

Analysis of a nonreversible Markov chain sampler.

0 references

Reflection couplings and contraction rates for diffusions

0 references

Couplings and quantitative contraction rates for Langevin dynamics

0 references

The ensemble Kalman filter for combined state and parameter estimation

0 references

Error analysis of the transport properties of Metropolized schemes

0 references

Symplectic Geometric Algorithms for Hamiltonian Systems

0 references

Adaptive multi-stage integrators for optimal energy conservation in molecular simulations

0 references

Q4365276

0 references

Sampling-Based Approaches to Calculating Marginal Densities

0 references

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

0 references

Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference

0 references

Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

0 references

Delayed rejection in reversible jump Metropolis-Hastings

0 references

Numerical Methods for Ordinary Differential Equations

0 references

On the Scope of the Method of Modified Equations

0 references

Solving Ordinary Differential Equations II

0 references

Geometric Numerical Integration

0 references

Solving Ordinary Differential Equations I

0 references

Q3636372

0 references

Monte Carlo sampling methods using Markov chains and their applications

0 references

The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo

0 references

Shadow hybrid Monte Carlo: an efficient propagator in phase space of macromolecules

0 references

Computational discovery of gene regulatory binding motifs: a Bayesian perspective

0 references

Computational Biology: Toward Deciphering Gene Regulatory Information in Mammalian Genomes

0 references

Cost of the generalised hybrid Monte Carlo algorithm for free field theory

0 references

Equi-energy sampler with applications in statistical inference and statistical mechanics

0 references

Q5470991

0 references

Time-reversal symmetry in dynamical systems: a survey

0 references

Q4515174

0 references

Simulating Hamiltonian Dynamics

0 references

Q3560913

0 references

Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models

0 references

Monte Carlo strategies in scientific computing.

0 references

Q2919530

0 references

On the application of improved symplectic integrators in Hamiltonian Monte Carlo

0 references

Q4249020

0 references

On the Numerical Integration of Ordinary Differential Equations by Symmetric Composition Methods

0 references

Equation of State Calculations by Fast Computing Machines

0 references

On Metropolis-Hastings algorithms with delayed rejection

0 references

Order conditions for numerical integrators obtained by composing simpler integrators

0 references

Word series for dynamical systems and their numerical integrators

0 references

An improved acceptance procedure for the hybrid Monte Carlo algorithm

0 references

Slice sampling. (With discussions and rejoinder)

0 references

Q3172405

0 references

Invariant measures of stochastic partial differential equations and conditioned diffusions

0 references

Optimal Scaling of Discrete Approximations to Langevin Diffusions

0 references

Exponential convergence of Langevin distributions and their discrete approximations

0 references

Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

0 references

Weak convergence and optimal scaling of random walk Metropolis algorithms

0 references

0 references

0 references

0 references

0 references

Markov Chain Monte Carlo and Numerical Differential Equations

0 references

Symplectic Runge--Kutta Schemes for Adjoint Equations, Automatic Differentiation, Optimal Control, and More

0 references

Q4315882

0 references

Molecular modeling and simulation. An interdisciplinary guide

0 references

Practical Construction of Modified Hamiltonians

0 references

Q4378387

0 references

Accurate partial difference methods. I: Linear Cauchy problems

0 references

Inverse problems: A Bayesian perspective

0 references

Introduction to Uncertainty Quantification

0 references

Q5713453

0 references

Markov chains for exploring posterior distributions. (With discussion)

0 references

Q3559733

0 references

Q4510169

0 references

Identifiers

zbMATH Open document ID

1431.65004

0 references

DOI

10.1017/S0962492917000101

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5230516