Browsing by Subject "importance sampling"
Now showing items 1-2 of 2
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Adaptive Splitting Integrators for Enhancing Sampling Efficiency of Modified Hamiltonian Monte Carlo Methods in Molecular Simulation
(Langmuir, 2017-10-24)The modified Hamiltonian Monte Carlo (MHMC) methods, i.e., importance sampling methods that use modified Hamiltonians within a Hybrid Monte Carlo (HMC) framework, often outperform in sampling efficiency standard techniques ... -
Modified Hamiltonian Monte Carlo for Bayesian Inference
(Statistics and Computing, 2019-07-22)The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and ...