94 citations · 364 across the 34 of their papers we have counts for
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physics.comp-ph2018★ 16 cited
Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
Tijana Radivojević, Mario Fernández-Pendás, Jesús María Sanz-Serna +1
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case,…
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…