From the 1 of 3 linked papers with an AI index.
3 papers
Optimal scaling of MCMC algorithms: the Hamiltonian approach
P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis
The paper develops a general Hamiltonian‑based framework to analyze how Metropolis‑Hastings MCMC algorithms should be scaled as the dimensionality of the target distribution grows,…
Explicit stabilized implementation of singly diagonally implicit Runge-Kutta methods
Ibrahim Almuslimani, Gilles Vilmart, Konstantinos Zygalakis
Implicit methods are a natural approach for the integration of stiff differential equations, to avoid time-step restrictions faced by standard explicit integrators. Explicit stabil…
Accelerated optimization algorithms and ordinary differential equations: the convex non Euclidean case
Paul Dobson, Jesus MarÃa Sanz-Serna, Konstantinos C. Zygalakis
We study the connections between ordinary differential equations and optimization algorithms in a non-Euclidean setting. We propose a novel accelerated algorithm for minimising con…