Randomized Hamiltonian Monte Carlo
DOI10.1214/16-AAP1255zbMath1373.60129arXiv1511.09382OpenAlexW2185599544MaRDI QIDQ1676436
Nawaf Bou-Rabee, Jesús María Sanz-Serna
Publication date: 7 November 2017
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.09382
randomizationMarkov chain Monte CarloLyapunov functionshybrid Monte Carlogeometric ergodicityHamiltonian Monte Carloequilibrium mean squared displacementintegrated autocorrelation time
Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Continuous-time Markov processes on general state spaces (60J25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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