Randomized Hamiltonian Monte Carlo (Q1676436)

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Randomized Hamiltonian Monte Carlo
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    Randomized Hamiltonian Monte Carlo (English)
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    7 November 2017
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    randomization
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    Markov chain Monte Carlo
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    Hamiltonian Monte Carlo
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    hybrid Monte Carlo
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    Lyapunov functions
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    geometric ergodicity
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    integrated autocorrelation time
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    equilibrium mean squared displacement
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