Hybrid Monte Carlo on Hilbert spaces-Reference-Cited by-同舟云学术

Hybrid Monte Carlo on Hilbert spaces

Published:2011-10 Issue:10 Volume:121 Page:2201-2230
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Beskos A.,Pinski F.J.,Sanz-Serna J.M.,Stuart A.M.

Funder

Ministerio de Ciencia e Innovacion

EPSRC

ERC

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference27 articles.

1. A. Beskos, N.S. Pillai, G.O. Roberts, J.M. Sanz-Serna, A.M. Stuart, optimal tuning of hybrid Monte-Carlo, Technical Report (2010) (submitted for publication).

2. Optimal scalings for local Metropolis–Hastings chains on non-product targets in high dimensions;Beskos;Ann. Appl. Probab.,2009

3. MCMC methods for diffusion bridges;Beskos;Stoch. Dyn.,2008

4. MCMC methods for sampling function space;Beskos,2009

5. Computational complexity of Metropolis–Hastings methods in high dimensions;Beskos,2010

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