- Applied and Computational Mathematics Seminar
- Monday, April 19, 2021 - 2:00pm for 1 hour (actually 50 minutes)
- ONLINE https://bluejeans.com/884917410
- Prof. Sergio Blanes – Universidad Politécnica de Valencia
- Molei Tao
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard leapfrog/Verlet without impairing in any way the quality of the samples. They are based on a suitable modification of the processing technique first introduced by J.C. Butcher. The idea of modified processing may also be useful for other purposes, like the construction of high-order splitting integrators with positive coefficients.
Joint work with Mari Paz Calvo, Fernando Casas, and Jesús M. Sanz-Serna