Faster Hamiltonian Monte Carlo by learning leapfrog scale: an offline randomized solution

DOI10.1007/S11222-026-10972-ZMaRDI QIDQ7391786zbMATH OpenFDO

Authors Changye Wu, Pierre Pudlo, Christian Robert, Julien Stoehr

Publication date 2026

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-026-10972-Z

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

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• Optimal tuning of the hybrid Monte Carlo algorithm
• Primal-dual subgradient methods for convex problems
• Randomized Hamiltonian Monte Carlo
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
• Sequential Monte Carlo Samplers
• Simulating Hamiltonian Dynamics
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• The sample size required in importance sampling

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