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Randomized Hamiltonian Monte Carlo - MaRDI portal

Randomized Hamiltonian Monte Carlo (Q1676436)

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Randomized Hamiltonian Monte Carlo
scientific article

    Statements

    title
    Randomized Hamiltonian Monte Carlo (English)
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    author
    Nawaf Bou-Rabee
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    publication date
    7 November 2017
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1214/16-AAP1255
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    Mathematics Subject Classification ID
    60J25
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    62D05
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    60J22
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    60H30
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    37A50
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    zbMATH DE Number
    6803460
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    arXiv ID
    1511.09382
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    OpenAlex ID
    W2185599544
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