Randomized Hamiltonian Monte Carlo
type: Item
instance of: scholarly article
title: Randomized Hamiltonian Monte Carlo
zbMATH Open document ID: 1373.60129
DOI: 10.1214/16-AAP1255
author: Nawaf Bou-Rabee
author: Jesús María Sanz-Serna
published in: The Annals of Applied Probability
publication date: 2017-11-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/1511.09382
full work available at URL: https://projecteuclid.org/euclid.aoap/1504080029
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 60J22
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 37A50
zbMATH DE Number: 6803460
zbMATH Keywords: randomization
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Hamiltonian Monte Carlo
zbMATH Keywords: hybrid Monte Carlo
zbMATH Keywords: Lyapunov functions
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: integrated autocorrelation time
zbMATH Keywords: equilibrium mean squared displacement
MaRDI profile type: Publication
arXiv ID: 1511.09382
OpenAlex ID: W2185599544
description: scientific article