Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates

DOI10.1080/10618600.2022.2066679OpenAlexW4224294311WikidataQ114099330 ScholiaQ114099330MaRDI QIDQ5057259

Tore Selland Kleppe

Publication date: 16 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.01285

zbMATH Keywords

piecewise deterministic processesMCMCHamiltonian Monte CarloRunge-Kutta-Nystrom

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Randomized time Riemannian manifold Hamiltonian Monte Carlo

Uses Software

• Gromacs
• Stan
• BayesDA
• NUTS

Cites Work

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