Randomized Hamiltonian Monte Carlo (Q1676436)
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scientific article; zbMATH DE number 6803460
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Randomized Hamiltonian Monte Carlo |
scientific article; zbMATH DE number 6803460 |
Statements
Randomized Hamiltonian Monte Carlo (English)
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7 November 2017
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randomization
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Markov chain Monte Carlo
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Hamiltonian Monte Carlo
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hybrid Monte Carlo
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Lyapunov functions
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geometric ergodicity
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integrated autocorrelation time
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equilibrium mean squared displacement
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0.7886901497840881
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0.787817656993866
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0.7824752926826477
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0.7817967534065247
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0.7687954902648926
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