Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo sampling
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Otros documentos de la autoría: Blanes, Sergio; Calvo, Mari Paz; Casas, Fernando; Sanz-Serna, JM
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Mostrar el registro completo del ítemcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/7037
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Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo samplingFecha de publicación
2021-09-23Editor
Society for Industrial and Applied MathematicsCita bibliográfica
BLANES, Sergio, et al. Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling. SIAM Journal on Scientific Computing, 2021, vol. 43, no 5, p. A3357-A3371.Tipo de documento
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info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
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 five times as many accepted proposals ... [+]
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 five times as many accepted proposals as standard leapfrog/Verlet without impairing in any way the quality of the samples. They are based on a suitable modification of the processing technique first introduced by Butcher. The idea of modified processing may also be useful for other purposes, like the construction of high-order splitting integrators with positive coefficients. [-]
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SIAM J. Sci. Comput., 2021, 43(5)Entidad financiadora
AEI/FEDER, UE | Junta de Castilla y Leon, Spain | FEDER funds.
Código del proyecto o subvención
PID2019-104927GB-C21 | PID2019-104927GB-C22 (GNI-QUAMC) | VA105G18
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© 2021, Society for Industrial and Applied Mathematics
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