94 citations · 364 across the 34 of their papers we have counts for
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Geometric integrators and the Hamiltonian Monte Carlo method
Nawaf Bou-Rabee, Jesús María Sanz-Serna
This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies i…
Randomized Hamiltonian Monte Carlo
Nawaf Bou-Rabee, Jesus Maria Sanz-Serna
Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality,…
Extra Chance Generalized Hybrid Monte Carlo
Cédric M. Campos, J. M. Sanz-Serna
We study a method, Extra Chance Generalized Hybrid Monte Carlo, to avoid rejections in the Hybrid Monte Carlo method and related algorithms. In the spirit of delayed rejection, whe…
Optimal tuning of the Hybrid Monte-Carlo Algorithm
Alexandros Beskos, Natesh S. Pillai, Gareth O. Roberts +2
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution by using s…