TY  - JOUR 
AU  - Bou-Rabee, Nawaf
AU  - Sanz Serna, Jesús María
PY  - 2017
SN  - 1050-5164
UR  - http://uvadoc.uva.es/handle/10324/28850
AB  - Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory way. In...
LA  - eng
TI  - Randomized Hamiltonian Monte Carlo
DO  - http://dx.doi.org/10.1214/16-AAP1255
ER  -