Listar MAT_Articles por fuente "SIAM J. Sci. Comput., 2021, 43(5)"
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Symmetrically processed splitting integrators for enhanced hamiltonian monte carlo sampling
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 ...