Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo

DOI10.1016/j.jcp.2024.112800arXiv2307.02096WikidataQ129287807 ScholiaQ129287807MaRDI QIDQ6129879

Elena Akhmatskaya, Lorenzo Nagar, Jesús María Sanz-Serna, Mario Fernández-Pendás

Publication date: 17 April 2024

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.02096

zbMATH Keywords

Bayesian inferenceHamiltonian Monte Carloadaptive integrationstability limitmulti-stage integratorsvelocity Verlet

Mathematics Subject Classification ID

Numerical methods for ordinary differential equations (65Lxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)

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