Randomized Hamiltonian Monte Carlo (Q1676436)
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English | Randomized Hamiltonian Monte Carlo |
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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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