The Convergence of Markov Chain Monte Carlo Methods: From the Metropolis Method to Hamiltonian Monte Carlo

DOI10.1002/andp.201700214arXiv1706.01520OpenAlexW2962721303MaRDI QIDQ6059636

Michael Betancourt

Publication date: 2 November 2023

Published in: Annalen der Physik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01520

zbMATH Keywords

Monte CarloMarkov chain Monte Carlomolecular dynamicsHamiltonian Monte Carlo

Mathematics Subject Classification ID

Quantum theory (81-XX)

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