Nonlinear Hamiltonian Monte Carlo & its Particle Approximation

arXiv2308.11491MaRDI QIDQ6448232FDOQ6448232

Nawaf Bou-Rabee, Katharina Schuh

Publication date: 22 August 2023

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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