Explicit, Time Reversible, Adaptive Step Size Control
نویسندگان
چکیده
منابع مشابه
MATHEMATICAL ENGINEERING TECHNICAL REPORTS Hamiltonian Monte Carlo with Explicit, Reversible, and Volume-preserving Adaptive Step Size Control
Hamiltonian Monte Carlo is a Markov chain Monte Carlo method that uses Hamiltonian dynamics to efficiently produce distant samples. It employs geometric numerical integration to simulate Hamiltonian dynamics, which is a key of its high performance. We present a Hamiltonian Monte Carlo method with adaptive step size control to further enhance the efficiency. We propose a new explicit, reversible...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2005
ISSN: 1064-8275,1095-7197
DOI: 10.1137/040606995