Symmetrically Processed Splitting Integrators for Enhanced Hamiltonian Monte Carlo Sampling

DOI10.1137/20M137940XzbMath1487.65006arXiv2011.04401OpenAlexW3201266532MaRDI QIDQ5157833

M. P. Calvo, Fernando Casas, Sergio Blanes, Jesús María Sanz-Serna

Publication date: 20 October 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04401

zbMATH Keywords

processingsplitting integratorsHamiltonian Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Related Items (1)

Split Hamiltonian Monte Carlo revisited

Cites Work

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