Split Hamiltonian Monte Carlo revisited

DOI10.1007/s11222-022-10149-4zbMath1496.62006arXiv2207.07516OpenAlexW4301586810MaRDI QIDQ2084320

Fernando Casas, Luke Shaw, Jesús María Sanz-Serna

Publication date: 18 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.07516

zbMATH Keywords

Bayesian analysisMarkov chain Monte CarloHamiltonian dynamicssplitting integrators

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Related Items (1)

A New Optimality Property of Strang’s Splitting

Cites Work

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