HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate
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Publication:2124354
DOI10.1016/j.jcp.2021.110333OpenAlexW3153700275MaRDI QIDQ2124354
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
Numerical methods for ordinary differential equations (65Lxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)
Related Items (3)
On Irreversible Metropolis Sampling Related to Langevin Dynamics ⋮ Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling ⋮ Split Hamiltonian Monte Carlo revisited
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Cites Work
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