Optimal tuning of the hybrid Monte Carlo algorithm

@inproceedings{Beskos2013OptimalTO,
  title={Optimal tuning of the hybrid Monte Carlo algorithm},
  author={Alexandros Beskos and Natesh S. Pillai and Gareth O. Roberts and JESUS-MARIA SANZ-SERNA and Andrew Stuart},
  year={2013}
}
ALEXANDROS BESKOS1, NATESH PILLAI2, GARETH ROBERTS3, JESUS-MARIA SANZ-SERNA4 and ANDREW STUART5 1Department of Statistical Science, UCL, Gower Street, London, WC1E 6BT, UK. E-mail: alex@stats.ucl.ac.uk 2Department of Statistics, Harvard University, Cambridge, MA 02138-2901, USA. E-mail: pillai@fas.harvard.edu 3Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK. E-mail: gareth.o.roberts@warwick.ac.uk 4Departamento de Matematica Aplicada, Facultad de Ciencias, Universidad de… CONTINUE READING
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