A Hamiltonian Monte Carlo Method for Non-Smooth Energy Sampling

DOI10.1109/TSP.2016.2585120zbMath1414.94856arXiv1401.3988MaRDI QIDQ4621013

Jean-Yves Tourneret, Lotfi Chaâri, Caroline Chaux, Hadj Batatia

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3988

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sampling theory in information and communication theory (94A20)

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