Extra chance generalized hybrid Monte Carlo

DOI10.1016/J.JCP.2014.09.037zbMath1352.65007arXiv1407.8107OpenAlexW2136878451MaRDI QIDQ728771

Cédric M. Campos, Jesús María Sanz-Serna

Publication date: 20 December 2016

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

Full work available at URL: https://arxiv.org/abs/1407.8107

zbMATH Keywords

molecular dynamicshybrid Monte Carlodelayed rejectiondetailed balancesampling methodsrejection avoidance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) Molecular structure (graph-theoretic methods, methods of differential topology, etc.) (92E10)

Related Items (9)

HMC: reducing the number of rejections by not using leapfrog and some results on the acceptance rate ⋮ Palindromic 3-stage splitting integrators, a roadmap ⋮ Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models ⋮ Markov chain Monte Carlo algorithms with sequential proposals ⋮ Modified Hamiltonian Monte Carlo for Bayesian inference ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ Geometric integrators and the Hamiltonian Monte Carlo method ⋮ On the geometric ergodicity of Hamiltonian Monte Carlo ⋮ Hamiltonian Monte Carlo with explicit, reversible, and volume-preserving adaptive step size control

Uses Software

• GSHMC
• NUTS

Cites Work

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• Markov Chain Monte Carlo and Numerical Differential Equations
• Theoretical and numerical comparison of some sampling methods for molecular dynamics
• Geometric Numerical Integration
• Cost of the generalised hybrid Monte Carlo algorithm for free field theory

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