Optimal tuning of the hybrid Monte Carlo algorithm
نویسندگان
چکیده
ALEXANDROS BESKOS1, NATESH PILLAI2, GARETH ROBERTS3, JESUS-MARIA SANZ-SERNA4 and ANDREW STUART5 1Department of Statistical Science, UCL, Gower Street, London, WC1E 6BT, UK. E-mail: [email protected] 2Department of Statistics, Harvard University, Cambridge, MA 02138-2901, USA. E-mail: [email protected] 3Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK. E-mail: [email protected] 4Departamento de Matematica Aplicada, Facultad de Ciencias, Universidad de Valladolid, Spain. E-mail: [email protected] 5Mathematics Institute, University of Warwick, Coventry, CV4 7AL, UK. E-mail: [email protected]
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تاریخ انتشار 2013