Optimal tuning of the hybrid Monte Carlo algorithm

Bernoulli

Volumn 19, Issue 5 A, 2013, Pages 1501-1534

  Beskos, Alexandros ^a   Pillai, Natesh ^b   Roberts, Gareth ^c   Sanz Serna, Jesus Maria ^d   Stuart, Andrew ^c  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b HARVARD UNIVERSITY   (United States)

^c UNIVERSITY OF WARWICK   (United Kingdom)

^d UNIVERSITY OF VALLADOLID   (Spain)

Author keywords

Hamiltonian dynamics; High dimensions; Leapfrog scheme; Optimal acceptance probability; Squared jumping distance

Indexed keywords

EID: 84888355781     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/12-BEJ414     Document Type: Article

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