Listar Departament: Matemàtiques por autoría "e1e8869b-490f-463e-9c99-c1f202402ca8"
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Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo sampling
Blanes, Sergio; Calvo, Mari Paz; Casas, Fernando; Sanz-Serna, JM Society for Industrial and Applied Mathematics (2021-09-23)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 ...