Hybrid Monte Carlo on Hilbert spaces

Stochastic Processes and their Applications

Volumn 121, Issue 10, 2011, Pages 2201-2230

  Beskos, A ^a   Pinski, F J ^b   Sanz Serna, J M ^c   Stuart, A M ^d  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF CINCINNATI   (United States)

^c UNIVERSITY OF VALLADOLID   (Spain)

^d UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Absolute continuity; Hamiltonian dynamics; Hybrid Monte Carlo; Splitting technique

Indexed keywords

ABSOLUTE CONTINUITY; FINITE-DIMENSIONAL APPROXIMATION; GAUSSIAN MEASURES; HAMILTONIAN DYNAMICS; HIGH-DIMENSIONAL; HMC ALGORITHMS; HYBRID MONTE CARLO; LANGEVIN; MARKOV CHAIN MONTE CARLO ALGORITHMS; MCMC METHOD; NONLOCAL; NONSYMMETRIC; NUMERICAL INTEGRATOR; PHASE SPACES; PROBABILITY MEASURES; RANDOM WALK; SIMULATED TRAJECTORIES; SPLITTING TECHNIQUE; STATE SPACE;

APPROXIMATION ALGORITHMS; HAMILTONIANS; MARKOV PROCESSES; MONTE CARLO METHODS; PHASE SPACE METHODS;

HILBERT SPACES;

EID: 79961016022     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2011.06.003     Document Type: Article

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