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Optimal tuning of the hybrid Monte Carlo algorithm - MaRDI portal

Optimal tuning of the hybrid Monte Carlo algorithm (Q2435211)

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Optimal tuning of the hybrid Monte Carlo algorithm
scientific article

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    title
    Optimal tuning of the hybrid Monte Carlo algorithm (English)
    0 references
    DOI
    10.3150/12-BEJ414
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    author
    Alexandros Beskos
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    Natesh S. Pillai
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    Gareth O. Roberts
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    Andrew M. Stuart
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    published in
    Bernoulli
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    publication date
    4 February 2014
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    zbMATH DE Number
    6254532
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    zbMATH Keywords
    Hamiltonian dynamics
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    high dimensions
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    optimal acceptance probability
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    leapfrog scheme
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    squared jumping distance
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    arXiv ID
    1001.4460
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    cites work
    Q5190855
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    Q3779682
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    Q3911791
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    Q3405572
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    Q4315882
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    Q4938348
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    OpenAlex ID
    W1981514681
    0 references
     
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