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Unbiased Hamiltonian Monte Carlo with couplings - MaRDI portal

Unbiased Hamiltonian Monte Carlo with couplings (Q4973616)

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scientific article; zbMATH DE number 7138230
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Unbiased Hamiltonian Monte Carlo with couplings
scientific article; zbMATH DE number 7138230

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    Unbiased Hamiltonian Monte Carlo with couplings (English)
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    28 November 2019
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    Markov Chain Monte Carlo methods
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    Hamiltonian Monte Carlo estimator
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    parallel computing
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    coupling
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