Super-efficient exact Hamiltonian Monte Carlo for the von Mises distribution

DOI10.1016/j.aml.2024.109284zbMATH Open1548.65024MaRDI QIDQ6620451

Ari Pakman

Publication date: 16 October 2024

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

von Mises distributionMCMCHamiltonian Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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