Hybrid Monte Carlo methods for sampling probability measures on submanifolds

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Hybrid Radiosity/Monte Carlo Methods

Monte Carlo methods refer to any method that uses random numbers to get an approximate answer to a problem. In computer graphics Monte Carlo techniques can be used to perform radiosity calculations and can be used in distribution ray tracing for effects such as soft shadows and motion blur. Although these notes are for a course on radiosity, they have a great deal of material from a previous Si...

متن کامل

On sequential Monte Carlo sampling methods for Bayesian filtering

In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and nonGaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several ...

متن کامل

Improved Sampling for Biological Molecules Using Shadow Hybrid Monte Carlo

Shadow Hybrid Monte Carlo (SHMC) is a new method for sampling the phase space of large biological molecules. It improves sampling by allowing larger time steps and system sizes in the molecular dynamics (MD) step of Hybrid Monte Carlo (HMC). This is achieved by sampling from high order approximations to the modified Hamiltonian, which is exactly integrated by a symplectic MD integrator. SHMC re...

متن کامل

New Hybrid Monte Carlo Methods for Efficient Sampling: from Physics to Biology and Statistics

We introduce a class of novel hybrid methods for detailed simulations of large complex systems in physics, biology, materials science and statistics. These generalized shadow Hybrid Monte Carlo (GSHMC) methods combine the advantages of stochastic and deterministic simulation techniques. They utilize a partial momentum update to retain some of the dynamical information, employ modified Hamiltoni...

متن کامل

Efficient Block Sampling Strategies for Sequential Monte Carlo Methods

Sequential Monte Carlo (SMC) methods are a powerful set of simulation-based techniques for sampling sequentially from a sequence of complex probability distributions. These methods rely on a combination of importance sampling and resampling techniques. In a Markov chain Monte Carlo (MCMC) framework, block sampling strategies often perform much better than algorithms based on one-at-a-time sampl...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Numerische Mathematik

سال: 2019

ISSN: 0029-599X,0945-3245

DOI: 10.1007/s00211-019-01056-4