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20182026
most citedReversible and non-reversible Markov Chain Monte Carlo algorithms for reservoir simulation problems

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stat.CO2026

Optimal scaling of MCMC algorithms: the Hamiltonian approach

P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis

We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases. The study relies on the symmetri…