1987
DOI: 10.1016/0370-2693(87)91197-x
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Hybrid Monte Carlo

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Cited by 3,526 publications
(3,113 citation statements)
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References 11 publications
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“…The subsets of gauge fields, where µ is far below the central value of the distribution, occur with such a small probability in this case that their contributions to the common physical observables can be safely neglected. Numerical simulations, using a preconditioned Hybrid Monte Carlo (HMC) algorithm [13], for example, will then normally run smoothly and produce a representative sample of field configurations as expected.…”
Section: Sources Of Instabilitymentioning
confidence: 99%
“…The subsets of gauge fields, where µ is far below the central value of the distribution, occur with such a small probability in this case that their contributions to the common physical observables can be safely neglected. Numerical simulations, using a preconditioned Hybrid Monte Carlo (HMC) algorithm [13], for example, will then normally run smoothly and produce a representative sample of field configurations as expected.…”
Section: Sources Of Instabilitymentioning
confidence: 99%
“…In sampling step (7), we use Hamiltonian Monte Carlo (HMC) [18,19] to update the absorption coefficients µ m conditioned on the current segmentation z (l) . HMC is an efficient method to generate random samples from probability distributions over continuous variables.…”
Section: Hamiltonian Monte Carlomentioning
confidence: 99%
“…Since the posterior distribution of θ is generally of complicated form, it is desirable to use MCMC methods to draw random samples from p(θ|X, y). Particularly appropriate for this task is the Hamiltonian Monte Carlo 1 method [34,35]. The detailed algorithm for Hamiltonian MC is given in the Appendix.…”
Section: Gaussian Process Regressionmentioning
confidence: 99%
“…The Hamiltonian Monte Carlo (HMC) is a family of MCMC methods based on the concept of dynamic systems in physics [34]. Recently HMC has been shown in various applications to converge significantly faster than the Metropolis-Hastings algorithm, since the dynamic method avoids the random walk behavior inherent in conventional approaches [34,35,33].…”
Section: Appendix: the Hamiltonian Monte Carlo Algorithmmentioning
confidence: 99%