HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate

DOI10.1016/J.JCP.2021.110333OpenAlexW3153700275MaRDI QIDQ2124354FDOQ2124354

Authors: Yanyan Li 

Publication date: 8 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.03253

Recommendations

• Optimal tuning of the hybrid Monte Carlo algorithm
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zbMATH Keywords

Hamiltonian Monte Carlonumerical integratorsexpected acceptance rateexpected energy error

Mathematics Subject Classification ID

Numerical methods for ordinary differential equations (65Lxx) Probabilistic methods, stochastic differential equations (65Cxx) Markov processes (60Jxx)

Cites Work

• MCMC using Hamiltonian dynamics
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
• Theoretical and numerical comparison of some sampling methods for molecular dynamics
• Splitting and composition methods in the numerical integration of differential equations
• Optimal tuning of the hybrid Monte Carlo algorithm
• Hybrid Monte Carlo on Hilbert spaces
• Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
• A concise introduction to geometric numerical integration
• Randomized Hamiltonian Monte Carlo
• Numerical integrators for the hybrid Monte Carlo method
• Markov chain Monte Carlo and numerical differential equations
• Extra chance generalized hybrid Monte Carlo
• Adaptive multi-stage integrators for optimal energy conservation in molecular simulations
• Title not available (Why is that?)
• On the geometric ergodicity of Hamiltonian Monte Carlo
• Palindromic 3-stage splitting integrators, a roadmap
• Geometric integrators and the Hamiltonian Monte Carlo method
• Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods

Cited In (6)

• HMC: avoiding rejections by not using leapfrog and some results on the acceptance rate
• Adaptive parameters tuning based on energy-preserving splitting integration for Hamiltonian Monte Carlo method
• On Irreversible Metropolis Sampling Related to Langevin Dynamics
• Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
• Split Hamiltonian Monte Carlo revisited
• Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo

Uses Software

• NUTS

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