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Mario Fernández-Pendás

Donostia International Physics Center

San Sebastian

Spain

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Adaptive Multi-Stage Integration Schemes for Hamiltonian Monte Carlo

Number of pages: 41 Posted: 19 Jun 2023
Basque Center for Applied Mathematics, Donostia International Physics Center, affiliation not provided to SSRN and Basque Center for Applied Mathematics
Downloads 50 (1,063,489)

Abstract:

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Hamiltonian Monte Carlo, Multi-stage integrators, Adaptive integration, Bayesian inference, Stability limit, Velocity Verlet