publication . Article . Preprint . 2018

geometry and dynamics for markov chain monte carlo

Barp, A; Briol, F-X; Kennedy, AD; Girolami, M;
Open Access
  • Published: 07 Mar 2018 Journal: Annual Review of Statistics and Its Application, volume 5, pages 451-471 (issn: 2326-8298, eissn: 2326-831X, Copyright policy)
  • Publisher: Annual Reviews
  • Country: United Kingdom
Abstract
Comment: Submitted to "Annual Review of Statistics and Its Applications"
Subjects
free text keywords: Statistics, Probability and Uncertainty, Statistics and Probability, Quasi-Monte Carlo method, Monte Carlo method in statistical physics, Monte Carlo molecular modeling, Quantum Monte Carlo, Monte Carlo method, Particle filter, Markov chain Monte Carlo, symbols.namesake, symbols, Hybrid Monte Carlo, Geometry, Mathematics, Statistics - Computation, Computer Science - Learning, High Energy Physics - Lattice, Mathematics - Numerical Analysis, Statistics - Machine Learning, Science & Technology, Physical Sciences, Mathematics, Interdisciplinary Applications, Statistics & Probability, information geometry, Hamiltonian mechanics, symplectic integrators, shadow Hamiltonians, INVERSE PROBLEMS, PHASE-SPACE, SIMULATION, ALGORITHMS, LANGEVIN, SYSTEMS, CONSTRUCTION, DIFFUSIONS, PARAMETERS, FERMIONS, stat.CO, cs.LG, hep-lat, math.NA, stat.ML
Funded by
EC| ASSET
Project
ASSET
ASSET: Analysing and Striking the Sensitivities of Embryonal Tumours
  • Funder: European Commission (EC)
  • Project Code: 259348
  • Funding stream: FP7 | SP1 | HEALTH
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publication . Article . Preprint . 2018

geometry and dynamics for markov chain monte carlo

Barp, A; Briol, F-X; Kennedy, AD; Girolami, M;