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Riemann manifold Langevin and Hamiltonian Monte Carlo methods
Author(s) -
Girolami Mark,
Calderhead Ben
Publication year - 2011
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/j.1467-9868.2010.00765.x
Subject(s) - hybrid monte carlo , monte carlo method , markov chain monte carlo , statistical physics , monte carlo integration , computer science , mathematics , monte carlo molecular modeling , monte carlo method in statistical physics , rejection sampling , algorithm , mathematical optimization , physics , statistics