Split Hamiltonian Monte Carlo

Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., and Teller, E. (1953), “Equation of State Calculations by Fast Computing Machines,” The Journal of Chemical Physics , 21, 1087–1092

1953

Earlier work this paper cites.

Duane, S., Kennedy, A. D., Pendleton, B. J., and Roweth, D. (1987), “Hybrid Monte Carlo,” Physics Letters B , 195, 216–222

1987

Earlier work this paper cites.

Geyer, C. J. (1992), “Practical Markov Chain Monte Carlo,” Statistical Science , 7, 473–483

1992

Earlier work this paper cites.

Neal, R. M. (1993), Probabilistic Inference Using Markov Chain Monte Carlo Methods , Technical Report CRG-TR-93-1, Department of Computer Science, University of Toronto

1993

Earlier work this paper cites.

de Campos, D. A., Bernardes, J., Garrido, A., de Sa, J. M., and Pereira-Leite, L. (2000), “SisPorto 2.0 A Program for Automated Analysis of Cardiotocograms,” Journal of Maternal-Fetal Medicine , 9, 311–318

2000

Cited alongside, same era.

Polyanin, A. D., Zaitsev, V. F., and Moussiaux, A. (2002), Handbook of First Order Partial Differential Equations , Taylor & Francis, London

2002

Cited alongside, same era.

Leimkuhler, B. and Reich, S. (2004), Simulating Hamiltonian Dynamics , Cambridge University Press

2004

Cited alongside, same era.

Neal, R. M. (2010), “MCMC using Hamiltonian dynamics,” in Handbook of Markov Chain Monte Carlo , eds. S. Brooks, A. Gelman, G. Jones, and X. L. Meng, Chapman and Hall/CRC

2010

Cited alongside, same era.

Thompson, M. B. (2010), “A Comparison of Methods for Computing Autocorrelation Time,” Technical report, University of Toronto

Original

2010

Later among the works it cites.

Beskos, A., Pinski, F. J., Sanz-Serna, J. M., and Stuart, A. M. (2011), “Hybrid Monte Carlo on Hilbert spaces,” Stochastic Processes and Their Applications , 121, 2201–2230

2011

Closest in time.

Hoffman, M. D. and Gelman, A. (2011) “The No-U-Turn sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo,” http://arxiv.org/abs/1111.4246

Original

2011

Closest in time.

Girolami, M. and Calderhead, B. (2011), “Riemann manifold Langevin and Hamiltonian Monte Carlo methods,” Journal of the Royal Statistical Society, Series B , (with discussion) 73, 123–214

2011

Closest in time.