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Blanes Zamora, S.; Calvo, M.; Casas, F.; Sanz-Serna, JM. (2021). Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling. SIAM Journal on Scientific Computing. 43(5):A3357-A3371. https://doi.org/10.1137/20M137940X30
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/182159
Título: | Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling | |
Autor: | Calvo, M.P. Casas, F. Sanz-Serna, J. M. | |
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[EN] We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals ...[+]
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Derechos de uso: | Reserva de todos los derechos | |
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Versión del editor: | https://doi.org/10.1137/20M137940X | |
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The first, third, and fourth authors were supported by project PID2019-104927GB-C21 (AEI/FEDER, UE) . The second author was supported by projects PID2019-104927GB-C22 (GNI-QUAMC) , (AEI/FEDER, UE) VA105G18, and VA169P20 ...[+]
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