Adaptive parameters tuning based on energy-preserving splitting integration for Hamiltonian Monte Carlo method

DOI10.1016/j.cnsns.2024.108168zbMath1547.65193MaRDI QIDQ6591841

Cristiano Tamborrino, Carmela Marangi, Cristina Tarantino, Fasma Diele

Publication date: 22 August 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

Gaussian distributionsHamiltonian Monte Carloenergy-preserving splitting methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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