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Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior.
Computer ”Experiments” on Classical Fluids. I. Thermodynamical Properties of Lennard-Jones Molecules
Verlet, Loup (1967) · 1967
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Hybrid monte carlo
Duane, S., A. D. Kennedy, B. J. Pendleton, and D. Roweth (1987) · 1987
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Practical markov chain monte carlo
Geyer, C. J. (1992) · 1992
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Hamiltonian evolution for the hybrid Monte Carlo algorithm
Sexton, J. C. and D.H. Weingarten (1992) · 1992
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Split-Hamiltonian Methods for Rigid Body Molecular Dynamics
Dullweber, A., B. Leimkuhler, R. McLachlan (1997) · 1997
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Methods of Information Geometry
Amari, S. and H. Nagaoka (2000) · 2000
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Tensor Analysis on Manifolds
Bishop, Richard L. and Samuel I. Goldberg (2000) · 2000
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Finite Mixture Models
McLachlan, G.J. and D. Peel (2000) · 2000
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Molecular Dynamics and Hybrid Monte Carlo
Liu, J. S. (2001) · 2001
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Simulating Hamiltonian Dynamics
Leimkuhler, B. and S. Reich (2004) · 2004
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Scaling Limits for the Transient Phase of Local Metropolis-Hastings Algorithms
Christensen, O.F., G.O. Roberts, J.S. Rosenthal (2005, April) · 2005
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Bayesian modeling and inference on mixtures of distributions
Marin, J.M., K.L. Mengersen and C. Robert (2005) · 2005
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Explicit symplectic integrators for solving nonseparable Hamiltonians
Chin, S. A. (2009) · 2009
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MCMC using Hamiltonian dynamics
Neal, R. M. (2010) · 2010
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Riemann manifold Langevin and Hamiltonian Monte Carlo methods,
Girolami, M. and Calderhead, B. (2011), · 2011
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The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
Hoffman, M. D. and A. Gelman (2011) · 2011
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Shahbaba, B., S. Lan, W. Johnson, and R. Neal (2011) · 2011
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Manifold MCMC for Mixtures
Stathopoulos, V. and Girolami, M. (2011) · 2011
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