Listar UJI: Investigación por fuente "Statistics and Computing (2022) 32:86"

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    • openAccess   Split Hamiltonian Monte Carlo revisited 

      Casas, Fernando; Sanz-Serna, JM; Shaw, Luke Daniel Springer (2022)
      We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian H as H0(θ , p)+U1(θ ), where H0 is quadratic and U1 small. We show that, in general, such samplers suffer from stepsize stability restrictions ...