Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space

DOI10.1007/s00180-016-0683-1zbMath1417.65018arXiv1504.01418OpenAlexW2121314186MaRDI QIDQ2358919

Babak Shahbaba, Cheng Zhang, Hong-Kai Zhao

Publication date: 27 June 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.01418

zbMATH Keywords

sparse grid interpolationdomain of interestforce map

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Interpolation in approximation theory (41A05)

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Uses Software

• Spinterp

Cites Work

• Unnamed Item
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