论文标题

对称处理的分裂积分器,用于增强的哈密顿蒙特卡洛抽样

Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling

论文作者

Blanes, S., Calvo, M. P., Casas, F., Sanz-Serna, J. M.

论文摘要

我们构建了用于哈密顿(或混合)蒙特卡洛采样的集成剂。新的集成商很容易实现,对于给定的计算预算,可以提供五倍的接受提案,而不是标准的Leapfrog/Verlet而不会以任何方式损害样品的质量。它们基于J.C. Butcher首先引入的处理技术的适当修改。修改处理的想法也可能对其他目的有用,例如构建具有正系数的高阶分裂积分器。

We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard leapfrog/Verlet without impairing in any way the quality of the samples. They are based on a suitable modification of the processing technique first introduced by J.C. Butcher. The idea of modified processing may also be useful for other purposes, like the construction of high-order splitting integrators with positive coefficients.

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