Kinetic energy choice in Hamiltonian/hybrid Monte Carlo

DOI10.1093/biomet/asz013zbMath1439.60070arXiv1706.02649OpenAlexW2963497274MaRDI QIDQ4973617

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Publication date: 28 November 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.02649

zbMATH Keywords

Markov chain Monte Carlohybrid Monte CarloBayesian inferenceBayesian computationHamiltonian Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

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