{"id":"https://openalex.org/W4388976873","doi":"https://doi.org/10.1007/s11222-023-10303-6","title":"Randomized time Riemannian Manifold Hamiltonian Monte Carlo","display_name":"Randomized time Riemannian Manifold Hamiltonian Monte Carlo","publication_year":2023,"publication_date":"2023-11-24","ids":{"openalex":"https://openalex.org/W4388976873","doi":"https://doi.org/10.1007/s11222-023-10303-6"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-023-10303-6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s11222-023-10303-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10303-6.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10303-6.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091801645","display_name":"Peter A. Whalley","orcid":"https://orcid.org/0000-0002-8360-0807"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Peter A. Whalley","raw_affiliation_strings":["Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","Department of Mathematics, University of Edinburgh, Edinburgh, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","institution_ids":["https://openalex.org/I98677209"]},{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, UK","institution_ids":["https://openalex.org/I98677209"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041259048","display_name":"Daniel Paulin","orcid":"https://orcid.org/0000-0001-7837-6452"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Daniel Paulin","raw_affiliation_strings":["Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","Department of Mathematics, University of Edinburgh, Edinburgh, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","institution_ids":["https://openalex.org/I98677209"]},{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, UK","institution_ids":["https://openalex.org/I98677209"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5002315948","display_name":"Benedict Leimkuhler","orcid":"https://orcid.org/0000-0001-8504-7091"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Benedict Leimkuhler","raw_affiliation_strings":["Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","Department of Mathematics, University of Edinburgh, Edinburgh, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, EH9 3FD, UK","institution_ids":["https://openalex.org/I98677209"]},{"raw_affiliation_string":"Department of Mathematics, University of Edinburgh, Edinburgh, UK","institution_ids":["https://openalex.org/I98677209"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5091801645"],"corresponding_institution_ids":["https://openalex.org/I98677209"],"apc_list":{"value":2690,"currency":"USD","value_usd":2690},"apc_paid":{"value":2690,"currency":"USD","value_usd":2690},"fwci":0.2563,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.5933677,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"34","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9950000047683716,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9930999875068665,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ergodicity","display_name":"Ergodicity","score":0.6732391119003296},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.6606189608573914},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6411154270172119},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.6185480356216431},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6125450730323792},{"id":"https://openalex.org/keywords/hamiltonian","display_name":"Hamiltonian (control theory)","score":0.5687004923820496},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.5077041387557983},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4590190649032593},{"id":"https://openalex.org/keywords/hamiltonian-mechanics","display_name":"Hamiltonian mechanics","score":0.45624393224716187},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4550235867500305},{"id":"https://openalex.org/keywords/rejection-sampling","display_name":"Rejection sampling","score":0.4216150641441345},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.41008567810058594},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3331245183944702},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.13679909706115723},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11642202734947205}],"concepts":[{"id":"https://openalex.org/C201779956","wikidata":"https://www.wikidata.org/wiki/Q5426803","display_name":"Ergodicity","level":2,"score":0.6732391119003296},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.6606189608573914},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6411154270172119},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.6185480356216431},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6125450730323792},{"id":"https://openalex.org/C130787639","wikidata":"https://www.wikidata.org/wiki/Q5645293","display_name":"Hamiltonian (control theory)","level":2,"score":0.5687004923820496},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5077041387557983},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4590190649032593},{"id":"https://openalex.org/C136864674","wikidata":"https://www.wikidata.org/wiki/Q477921","display_name":"Hamiltonian mechanics","level":3,"score":0.45624393224716187},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4550235867500305},{"id":"https://openalex.org/C187192777","wikidata":"https://www.wikidata.org/wiki/Q381699","display_name":"Rejection sampling","level":5,"score":0.4216150641441345},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.41008567810058594},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3331245183944702},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13679909706115723},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11642202734947205},{"id":"https://openalex.org/C151342819","wikidata":"https://www.wikidata.org/wiki/Q62542","display_name":"Phase space","level":2,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11222-023-10303-6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s11222-023-10303-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10303-6.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1007/s11222-023-10303-6","is_oa":true,"landing_page_url":"http://dx.doi.org/10.1007/s11222-023-10303-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s11222-023-10303-6.pdf","source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Statistics and Computing","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.5,"display_name":"Life in Land","id":"https://metadata.un.org/sdg/15"}],"awards":[{"id":"https://openalex.org/G8887754508","display_name":"EPSRC Centre for Doctoral Training in Mathematical Modelling, Analysis and Computation (MAC-MIGS)","funder_award_id":"EP/S023291/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4388976873.pdf"},"referenced_works_count":58,"referenced_works":["https://openalex.org/W938751171","https://openalex.org/W1530404001","https://openalex.org/W1545319692","https://openalex.org/W1567796607","https://openalex.org/W1572076522","https://openalex.org/W1590183771","https://openalex.org/W1592510033","https://openalex.org/W1977482735","https://openalex.org/W2007876834","https://openalex.org/W2010681793","https://openalex.org/W2011795318","https://openalex.org/W2051623559","https://openalex.org/W2056044633","https://openalex.org/W2065955445","https://openalex.org/W2073681337","https://openalex.org/W2074421756","https://openalex.org/W2077088916","https://openalex.org/W2085040216","https://openalex.org/W2090963365","https://openalex.org/W2103437658","https://openalex.org/W2112794562","https://openalex.org/W2114205033","https://openalex.org/W2128709328","https://openalex.org/W2136849653","https://openalex.org/W2146462263","https://openalex.org/W2166137558","https://openalex.org/W2170039048","https://openalex.org/W2185599544","https://openalex.org/W2248165318","https://openalex.org/W2473295534","https://openalex.org/W2558443171","https://openalex.org/W2749863061","https://openalex.org/W2799037359","https://openalex.org/W2886027640","https://openalex.org/W2962846798","https://openalex.org/W2962905242","https://openalex.org/W2963559717","https://openalex.org/W2963561977","https://openalex.org/W2964235356","https://openalex.org/W2969232873","https://openalex.org/W2974021324","https://openalex.org/W3015337814","https://openalex.org/W3035817061","https://openalex.org/W3089625001","https://openalex.org/W3100888967","https://openalex.org/W3104370808","https://openalex.org/W3123062862","https://openalex.org/W3185528254","https://openalex.org/W4213329537","https://openalex.org/W4224294311","https://openalex.org/W4224315935","https://openalex.org/W4233702469","https://openalex.org/W4242448156","https://openalex.org/W4242771523","https://openalex.org/W4247619688","https://openalex.org/W4255222813","https://openalex.org/W4299094297","https://openalex.org/W6776535907"],"related_works":["https://openalex.org/W2592308920","https://openalex.org/W4226314133","https://openalex.org/W3192708935","https://openalex.org/W3037866298","https://openalex.org/W4248057375","https://openalex.org/W4288282435","https://openalex.org/W2959831473","https://openalex.org/W2974901631","https://openalex.org/W2102985718","https://openalex.org/W1539868720"],"abstract_inverted_index":{"Abstract":[0],"Hamiltonian":[1,11,71],"Monte":[2],"Carlo":[3],"(HMC)":[4],"algorithms,":[5],"which":[6],"combine":[7],"numerical":[8,125],"approximation":[9],"of":[10,45,69,86,90,98,106,113,121,127],"dynamics":[12],"on":[13],"finite":[14],"intervals":[15],"with":[16,92],"stochastic":[17],"refreshment":[18],"and":[19,47,110],"Metropolis":[20],"correction,":[21],"are":[22],"popular":[23],"sampling":[24,84],"schemes,":[25],"but":[26],"it":[27],"is":[28],"known":[29],"that":[30,57],"they":[31],"may":[32],"suffer":[33],"from":[34],"slow":[35],"convergence":[36],"in":[37,95,124],"the":[38,66,70,78,83,104,107,111,114,119],"continuous":[39],"time":[40],"limit.":[41],"A":[42],"recent":[43],"paper":[44],"Bou-Rabee":[46],"Sanz-Serna":[48],"(":[49],"Ann":[50],"Appl":[51],"Prob":[52],",":[53],"27:2159-2194,":[54],"2017)":[55],"demonstrated":[56],"this":[58,74],"issue":[59],"can":[60],"be":[61],"addressed":[62],"by":[63],"simply":[64],"randomizing":[65],"duration":[67],"parameter":[68],"paths.":[72],"In":[73],"article,":[75],"we":[76],"use":[77],"same":[79],"idea":[80],"to":[81,133],"enhance":[82],"efficiency":[85],"a":[87,96],"constrained":[88],"version":[89],"HMC,":[91],"potential":[93],"benefits":[94],"variety":[97],"application":[99,132],"settings.":[100],"We":[101,116],"demonstrate":[102],"both":[103],"conservation":[105],"stationary":[108],"distribution":[109],"ergodicity":[112],"method.":[115],"also":[117],"compare":[118],"performance":[120],"various":[122],"schemes":[123],"studies":[126],"model":[128],"problems,":[129],"including":[130],"an":[131],"high-dimensional":[134],"covariance":[135],"estimation.":[136]},"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
