Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions

DOI10.1214/23-BA1360MaRDI QIDQ7022400zbMATH OpenFDO

Authors Chirag Modi, Alex H. Barnett, Bob Carpenter

Publication date 25 February 2025

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-19/issue-3/Delayed-rejection-Hamiltonian-Monte-Carlo-for-sampling-multiscale-distributions/10.1214/23-BA1360.full

zbMATH Keywords

delayed rejectiondetailed balanceHamiltonian Monte Carlomultiscale distributions

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

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• Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions

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