%0 Journal Article %1 neal1992improved %A Neal, R. M. %D 1992 %K bayesian mcmc optimization %T An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm %U http://arxiv.org/abs/hep-lat/9208011 %X The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end of the trajectory, with a state within the selected window being chosen according to the Boltzmann probabilities. The detailed balance condition used to justify the algorithm still holds with this procedure, provided the start state is randomly positioned within its window. The new procedure is shown empirically to significantly improve performance for a test system of uncoupled oscillators.

@article{neal1992improved, abstract = {The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end of the trajectory, with a state within the selected window being chosen according to the Boltzmann probabilities. The detailed balance condition used to justify the algorithm still holds with this procedure, provided the start state is randomly positioned within its window. The new procedure is shown empirically to significantly improve performance for a test system of uncoupled oscillators.}, added-at = {2020-02-04T18:30:36.000+0100}, author = {Neal, R. M.}, biburl = {https://www.bibsonomy.org/bibtex/289fd4b915c99cb276640adcad897cda9/kirk86}, description = {[hep-lat/9208011v2] An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm}, interhash = {ff78d0ee9aa0e09a70656dd27fe494a6}, intrahash = {89fd4b915c99cb276640adcad897cda9}, keywords = {bayesian mcmc optimization}, note = {cite arxiv:hep-lat/9208011Comment: 15 pages, 4 figures (only one of which is present), New version with corrected LaTex, Submitted to J. of Comp. Physics}, timestamp = {2020-02-04T18:30:36.000+0100}, title = {An Improved Acceptance Procedure for the Hybrid Monte Carlo Algorithm}, url = {http://arxiv.org/abs/hep-lat/9208011}, year = 1992 }