A Novel Hybrid Monte Carlo Algorithm for Sampling Path Space
To sample from complex, high-dimensional distributions, one may choose algorithms based on the Hybrid Monte Carlo (HMC) method. HMC-based algorithms generate nonlocal moves alleviating diffusive behavior. Here, I build on an already defined HMC framework, hybrid Monte Carlo on Hilbert spaces (Beskos...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-04-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/5/499 |