Hamiltonian-Assisted Metropolis Sampling (Q6165308)

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scientific article; zbMATH DE number 7707232
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Hamiltonian-Assisted Metropolis Sampling
scientific article; zbMATH DE number 7707232

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    Hamiltonian-Assisted Metropolis Sampling (English)
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    4 July 2023
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    auxiliary variables
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    detailed balance
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    Hamiltonian Monte Carlo
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    Markov chain Monte Carlo
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    metropolis-adjusted Langevin algorithms
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    metropolis-Hastings sampling
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    underdamped Langevin dynamics
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