Fetching the paper…
Reading the bibliography…
Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory way.
N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller, and E. Teller, Equations of state calculations by fast computing machines , J Chem Phys 21
1953
Earlier work this paper cites.
W. K. Hastings, Monte-Carlo methods using Markov chains and their applications , Biometrika 57
1970
Earlier work this paper cites.
H. C. Andersen, Molecular dynamics simulations at constant pressure and/or temperature , J Chem Phys 72
1980
Earlier work this paper cites.
S. Duane, A. D. Kennedy, B. J. Pendleton, and D. Roweth, Hybrid Monte-Carlo , Phys Lett B 195
1987
Earlier work this paper cites.
P. B. Mackenze, An improved hybrid Monte Carlo method , Physics Letters B 226
1989
Earlier work this paper cites.
A. M. Horowitz, A generalized guided Monte-Carlo algorithm , Phys Lett B 268
1991
Earlier work this paper cites.
M. H. A. Davis, Markov models & optimization , vol. 49, CRC Press, 1993
1993
Earlier work this paper cites.
S. Meyn and R. Tweedie, Stability of Markovian processes iii: Foster-Lyapunov criteria for continuous-time processes , Advances in Applied Probability (1993), 518–548
1993
Earlier work this paper cites.
J. M. Sanz-Serna and M. P. Calvo, Numerical Hamiltonian problems , Chapman and Hall, 1994
1994
Earlier work this paper cites.
G. Da Prato and J. Zabczyk, Ergodicity for infinite dimensional systems , Cambridge University Press, 1996
1996
Earlier work this paper cites.
A. Sokal, Monte Carlo methods in statistical mechanics: Foundations and new algorithms , Functional Integration (1997), 131–192
1997
Earlier work this paper cites.
M. G. Martin and J. I. Siepmann, Transferable potentials for phase equilibria. 1. united-atom description of n-alkanes , The Journal of Physical Chemistry B 102
1998
Earlier work this paper cites.
J. Marsden and T. Ratiu, Introduction to mechanics and symmetry , Springer Texts in Applied Mathematics, 1999
1999
Earlier work this paper cites.
J. M. Sanz-Serna and A. M. Stuart, Ergodicity of dissipative differential equations subject to random impulses , Journal of Differential Equations 155
1999
Cited alongside, same era.
A. D. Kennedy and B. Pendleton, Cost of the generalized hybrid Monte Carlo algorithm for free field theory , Nucl Phys B 607
2001
Cited alongside, same era.
H. J. Kushner and P. Dupuis, Numerical methods for stochastic control problems in continuous time , Springer, 2001
2001
Cited alongside, same era.
J. E. Marsden and M. West, Discrete mechanics and variational integrators , Acta Numerica 10
2001
Cited alongside, same era.
J. C. Mattingly, A. M. Stuart, and D. J. Higham, Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise , Stoch. Proc. Appl. 101
2002
Cited alongside, same era.
J. S. Liu, Monte carlo strategies in scientific computing , 2nd ed., Springer, 2008
2008
Later among the works it cites.
S. P. Meyn and R. L. Tweedie, Markov chains and stochastic stability , 2nd ed., Cambridge University Press, New York, NY, 2009
2009
Later among the works it cites.
N. Bou-Rabee and H. Owhadi, Long-run accuracy of variational integrators in the stochastic context , SIAM J Numer Anal 48
2010
Later among the works it cites.
A. Beskos, F. J. Pinski, J. M. Sanz-Serna, and A. M. Stuart, Hybrid Monte-Carlo on Hilbert spaces , Stochastic Processes and their Applications 121
2011
Later among the works it cites.
M. Hairer and J. C. Mattingly, Seminar on Stochastic Analysis, Random Fields and Applications VI, Springer, 2011, pp. 109–117
2011
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
D. Talay, Stochastic Hamiltonian systems: Exponential convergence to the invariant measure, and discretization by the implicit Euler scheme , Markov Processes and Related Fields 8
2002
Cited alongside, same era.
P. E. Protter, Stochastic integration and differential equations , vol. 21, Springer, 2004
2004
Cited alongside, same era.
S. Asmussen and P. W. Glynn, Stochastic simulation: Algorithms and analysis , vol. 57, Springer Science & Business Media, 2007
2007
Cited alongside, same era.
E. Cancés, F. Legoll, and G. Stoltz, Theoretical and numerical comparison of some sampling methods for molecular dynamics , Mathematical Modelling and Numerical Analysis 41
2007
Cited alongside, same era.
D. Li, On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics , J Stat Phys 129
2007
Cited alongside, same era.
E. Akhmatskaya and S. Reich, GSHMC: An efficient method for molecular simulation , J Comput Phys 227
2008
Cited alongside, same era.
W. E and D. Li, The Andersen thermostat in molecular dynamics , CPAM 61
2008
Cited alongside, same era.
R. M. Neal, MCMC using Hamiltonian dynamics , Handbook of Markov Chain Monte Carlo 2
2011
Later among the works it cites.
S. Blanes, F. Casas, and J. M. Sanz-Serna, Numerical integrators for the hybrid Monte Carlo method , SIAM Journal on Scientific Computing 36
2014
Later among the works it cites.
Y. Fang, J. M. Sanz-Serna, and R. D. Skeel, Compressible generalized hybrid Monte Carlo , The Journal of chemical physics 140
2014
Later among the works it cites.
M. D. Homan and A. Gelman, The no-u-turn sampler: Adaptively setting path lengths in hamiltonian monte carlo , The Journal of Machine Learning Research 15
2014
Later among the works it cites.
J. M. Sanz-Serna, Markov Chain Monte Carlo and numerical differential equations , Current Challenges in Stability Issues for Numerical Differential Equations (L. Dieci and N. Guglielmi, eds.), vol. 2082, Springer, 2014, pp. 39 – 88
2014
Later among the works it cites.
J. Goodman, Acor, statistical analysis of a time series , http://www.math.nyu.edu/faculty/goodman/software/acor/ , Accessed: 06-18-2015
2015
Closest in time.
N. Bou-Rabee and E. Vanden-Eijnden, Continuous-time random walks for the numerical solution of stochastic differential equations , http://www.ams.org/cgi-bin/mstrack/accepted_papers/memo , 2016
2016
Closest in time.