94 citations · 364 across the 34 of their papers we have counts for
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math.PR2014★ 31 cited
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…
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…