Browsing by Subject "importance sampling"
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Adaptive Splitting Integrators for Enhancing Sampling Efficiency of Modified Hamiltonian Monte Carlo Methods in Molecular Simulation
Akhmatskaya, E.
; Fernández-Pendás, M.; Radivojevic, T.; Sanz-Serna, J.M. (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
Radivojevic, T.; Akhmatskaya, E. (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 ...