activity
20092021
most citedCompressible Generalized Hybrid Monte Carlo

49 citations · 85 across the 4 of their papers we have counts for

collaborators

5 papers

stat.CO2021

Choice of Damping Coefficient in Langevin Dynamics

Robert D. Skeel, Carsten Hartmann

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thor…

math.NA2020

On the famous unpublished preprint "Methods of integration which preserve the contact transformation property of the Hamilton equations" by René De Vogelaere

Robert D. Skeel, Jan L. Cieśliński

The well known 1956 unpublished report by De Vogelaere, motivated by the physics of particle accelerators, is the first demonstration of the existence of numerical integrators (now…

stat.CO2017★ 4 cited

Quasi-Reliable Estimates of Effective Sample Size

Youhan Fang, Yudong Cao, Robert D. Skeel

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective…

physics.comp-ph2014★ 49 cited

Compressible Generalized Hybrid Monte Carlo

Youhan Fang, Jesus-Maria Sanz-Serna, Robert D. Skeel

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional…

physics.comp-ph2009★ 32 cited

Maximum Flux Transition Paths of Conformational Change

Ruijun Zhao, Juanfang Shen, Robert D. Skeel

Given two metastable states A and B of a biomolecular system, the problem is to calculate the likely paths of the transition from A to B. Such a calculation is more informative and…