Now showing items 1-2 of 2

    • Modified Hamiltonian Monte Carlo for Bayesian Inference 

      Radivojevic T.; Akhmatskaya E. (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 ...
    • Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods 

      Radivojević T.; Fernández-Pendás M.; Sanz-Serna J.M.; Akhmatskaya E. (Journal of Computational Physics, 2018-07-17)
      Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of ...