Work

On the variance reduction of Hamiltonian Monte Carlo via an approximation scheme

Year: 2025

Type: article

Source: Journal of Applied Probability

DOI: 10.1017/jpr.2025.10025

Authors: Zhonggen Su, Zeyu Yao

Institution: Zhejiang University

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4413312178

FWCI:

Cites: 26

Cited by:

Related to: 10