Numerical Integrators for the Hybrid Monte Carlo Method
نویسندگان
چکیده
In an effort to avoid random-walk behaviour, many Markov Chain Monte Carlo methods use proposals based on dynamics related to the target distribution. The Hybrid Monte Carlo (HMC) is based on Hamiltonian dynamics and others the potential advantage of allowing global moves while retaining high probability acceptance. After reviewing the HMC method, I shall study strategies for the construction of numerical integrators tailored to these simulations.
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عنوان ژورنال:
- SIAM J. Scientific Computing
دوره 36 شماره
صفحات -
تاریخ انتشار 2014