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Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo sampling
dc.contributor.author | Blanes, Sergio | |
dc.contributor.author | Calvo, Mari Paz | |
dc.contributor.author | Casas, Fernando | |
dc.contributor.author | Sanz-Serna, JM | |
dc.contributor.other | Blanes, Sergio | |
dc.date.accessioned | 2022-02-04T12:54:32Z | |
dc.date.available | 2022-02-04T12:54:32Z | |
dc.date.issued | 2021-09-23 | |
dc.identifier.citation | 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. | ca_CA |
dc.identifier.uri | http://hdl.handle.net/10234/196643 | |
dc.description.abstract | 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. | ca_CA |
dc.format.extent | 20 p. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Society for Industrial and Applied Mathematics | ca_CA |
dc.relation.isPartOf | SIAM J. Sci. Comput., 2021, 43(5) | ca_CA |
dc.rights | © 2021, Society for Industrial and Applied Mathematics | ca_CA |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | ca_CA |
dc.subject | Hamiltonian Monte Carlo method | ca_CA |
dc.subject | splitting integrators | ca_CA |
dc.subject | processing | ca_CA |
dc.title | Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo sampling | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | https://doi.org/10.1137/20M137940X | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
dc.type.version | info:eu-repo/semantics/publishedVersion | ca_CA |
project.funder.name | AEI/FEDER, UE | ca_CA |
project.funder.name | Junta de Castilla y Leon, Spain | ca_CA |
project.funder.name | FEDER funds. | ca_CA |
oaire.awardNumber | PID2019-104927GB-C21 | ca_CA |
oaire.awardNumber | PID2019-104927GB-C22 (GNI-QUAMC) | ca_CA |
oaire.awardNumber | VA105G18 | ca_CA |
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