196 citations · 537 across the 39 of their papers we have counts for
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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…
math.NA2026
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…