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dc.contributor.authorRadivojevic, T.
dc.contributor.authorFernández-Pendás, M.
dc.contributor.authorSanz-Serna, J.M.
dc.contributor.authorAkhmatskaya, E. 
dc.date.accessioned2018-08-01T12:59:22Z
dc.date.available2018-08-01T12:59:22Z
dc.date.issued2018-07-17
dc.identifier.issn0021-9991
dc.identifier.urihttp://hdl.handle.net/20.500.11824/835
dc.description.abstractModified 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 MHMC algorithms lies in the numerical integration of a Hamiltonian system of differential equations. We suggest novel integrators designed to enhance accuracy and sampling performance of MHMC methods. The novel integrators belong to families of splitting algorithms and are therefore easily implemented. We identify optimal integrators within the families by minimizing the energy error or the average energy error. We derive and discuss in detail the modified Hamiltonians of the new integrators, as the evaluation of those Hamiltonians is key to the efficiency of the overall algorithms. Numerical experiments show that the use of the new integrators may improve very significantly the sampling performance of MHMC methods, in both statistical and molecular dynamics problems.en_US
dc.description.sponsorshipMTM2013-46553-C3-1-P, MTM2016-77660-P, VA024P17, BES-2014-068640en_US
dc.formatapplication/pdfen_US
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectHamiltonian Monte Carloen_US
dc.subjectModified Hamiltonianen_US
dc.subjectMulti-stage integratorsen_US
dc.subjectEnhanced samplingen_US
dc.titleMulti-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methodsen_US
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1016/j.jcp.2018.07.023
dc.relation.publisherversionhttps://www.sciencedirect.com/science/article/pii/S0021999118304844en_US
dc.relation.projectIDES/1PE/SEV-2013-0323en_US
dc.relation.projectIDES/1PE/MTM2016-76329-Ren_US
dc.relation.projectIDEUS/BERC/BERC.2014-2017en_US
dc.relation.projectIDEUS/ELKARTEKen_US
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titleJournal of Computational Physicsen_US


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Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España