Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
Work
Year: 2022
Type: article
Abstract: Numerical generalized randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous ta... more
Author Tore Selland Kleppe
Institution University of Stavanger
Cites: 38
Cited by: 7
Related to: 10
FWCI: 1.609
Citation percentile (by year/subfield): 82.23
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid