A splitting Hamiltonian Monte Carlo method for efficient sampling

DOI10.4208/CSIAM-AM.SO-2021-0031MaRDI QIDQ6929072zbMATH OpenFDO

Authors Lei Li, Lin Liu, Yuzhou Peng

Publication date 17 September 2025

Published in CSIAM Transactions on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/CSIAM-AM.SO-2021-0031

zbMATH Keywords

Bayesian inferencemany body systemsMarkov chain Monte Carlopotential splittingrandom-batch method

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Cited in

(2)

• A splitting Hamiltonian Monte Carlo method for efficient sampling
• A generalized discontinuous Hamilton Monte Carlo for transdimensional sampling

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