3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.NA2020
Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
S. Blanes, M. P. Calvo, F. Casas +1
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver…
stat.CO2019★ 3 cited
HMC: avoiding rejections by not using leapfrog and some results on the acceptance rate
M. P. Calvo, D. Sanz-Alonso, J. M. Sanz-Serna
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorith…
math.NA2018
High-order stroboscopic averaging methods for highly oscillatory delay problems
M. P. Calvo, J. M. Sanz-Serna, Beibei Zhu
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant dela…