Beskos, A.; Pinski, F.J.; Sanz-Serna, J.M.; Stuart, A.M. - In: Stochastic Processes and their Applications 121 (2011) 10, pp. 2201-2230
The Hybrid Monte Carlo (HMC) algorithm provides a framework for sampling from complex, high-dimensional target distributions. In contrast with standard Markov chain Monte Carlo (MCMC) algorithms, it generates nonlocal, nonsymmetric moves in the state space, alleviating random walk type behaviour...
