Reversibility violation in the Hybrid Monte Carlo algorithm.
Carsten UrbachPublished in: Comput. Phys. Commun. (2018)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- np hard
- simulation study
- computational complexity
- importance sampling
- learning algorithm
- stochastic approximation
- dynamic programming
- simulated annealing
- detection algorithm
- point processes
- computational cost
- optimal solution
- objective function
- worst case
- convergence rate
- markov chain monte carlo
- search space