Hybrid Monte Carlo on Hilbert spaces
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References listed on IDEAS
- Mark Girolami & Ben Calderhead, 2011. "Riemann manifold Langevin and Hamiltonian Monte Carlo methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(2), pages 123-214, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Simon Byrne & Mark Girolami, 2013. "Geodesic Monte Carlo on Embedded Manifolds," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 825-845, December.
- Cheng Zhang & Babak Shahbaba & Hongkai Zhao, 2017. "Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space," Computational Statistics, Springer, vol. 32(1), pages 253-279, March.
- Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013.
"Advanced MCMC methods for sampling on diffusion pathspace,"
Stochastic Processes and their Applications,
Elsevier, vol. 123(4), pages 1415-1453.
- Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," LSE Research Online Documents on Economics 46433, London School of Economics and Political Science, LSE Library.
- Simon Byrne & Mark Girolami, 2014. "Rejoinder: Geodesic Monte Carlo on Embedded Manifolds," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(1), pages 19-21, March.
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KeywordsHamiltonian dynamics Splitting technique Absolute continuity Hybrid Monte Carlo;
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