Unbiased Hamiltonian Monte Carlo with couplings

DOI10.1093/biomet/asy074zbMath1435.62287arXiv1709.00404OpenAlexW2963610586WikidataQ128754752 ScholiaQ128754752MaRDI QIDQ4973616

Pierre E. Jacob, Jeremy Heng

Publication date: 28 November 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00404

zbMATH Keywords

parallel computingcouplingMarkov Chain Monte Carlo methodsHamiltonian Monte Carlo estimator

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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