Search Results for author: Wesley O. Johnson

Found 1 papers, 0 papers with code

Split Hamiltonian Monte Carlo

no code implementations29 Jun 2011 Babak Shahbaba, Shiwei Lan, Wesley O. Johnson, Radford M. Neal

With the splitting technique, only the slowly-varying part of the energy needs to be handled numerically, and this can be done with a larger stepsize (and hence fewer steps) than would be necessary with a direct simulation of the dynamics.

Computation

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