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Optimal tuning of the hybrid Monte Carlo algorithm

Beskos, A; Pillai, N; Roberts, G; Sanz-Serna, J-M; Stuart, A; (2013) Optimal tuning of the hybrid Monte Carlo algorithm. BERNOULLI , 19 (5A) 1501 - 1534. 10.3150/12-BEJ414.

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Type: Article
Title: Optimal tuning of the hybrid Monte Carlo algorithm
DOI: 10.3150/12-BEJ414
Keywords: Hamiltonian dynamics, high dimensions, optimal acceptance probability, leapfrog scheme, squared jumping distance
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/77553
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