Mbalawata, Isambi; Särkkä, Simo; Haario, Heikki - In: Computational Statistics 28 (2013) 3, pp. 1195-1223
using Markov chain Monte Carlo (MCMC) methods. The MCMC methods studied in this paper are the Metropolis–Hastings and … Hamiltonian Monte Carlo (HMC) algorithms. In these kind of models, the computation of the energy function gradient needed by HMC …