Publicacións en colaboración con investigadores/as de Universidad Carlos III de Madrid (27)

2024

  1. Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo

    Journal of Computational Physics, Vol. 502

2023

  1. A NEW OPTIMALITY PROPERTY OF STRANG'S SPLITTING

    SIAM Journal on Numerical Analysis, Vol. 61, Núm. 3, pp. 1369-1385

2022

  1. Split Hamiltonian Monte Carlo revisited

    Statistics and Computing, Vol. 32, Núm. 5

2021

  1. HMC: Reducing the number of rejections by not using leapfrog and some results on the acceptance rate

    Journal of Computational Physics, Vol. 437

  2. The connections between lyapunov functions for some optimization algorithms and differential equations

    SIAM Journal on Numerical Analysis, Vol. 59, Núm. 3, pp. 1542-1565

  3. Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations

    Journal of Machine Learning Research, Vol. 22

2020

  1. Contractivity of runge-kutta methods for convex gradient systems

    SIAM Journal on Numerical Analysis, Vol. 58, Núm. 4, pp. 2079-2092

  2. High-order stroboscopic averaging methods for highly oscillatory delay problems

    Applied Numerical Mathematics, Vol. 152, pp. 466-479

2019

  1. A stroboscopic averaging algorithm for highly oscillatory delay problems

    IMA Journal of Numerical Analysis, Vol. 39, pp. 1110-1133

  2. La cuadratura gaussiana según Gauss

    Gaceta de la Real Sociedad Matematica Española, Vol. 22, Núm. 1, pp. 101-116

  3. Word combinatorics for stochastic differential equations: Splitting integrators

    Communications on Pure and Applied Analysis, Vol. 18, Núm. 4, pp. 2163-2195

2018

  1. Averaging and computing normal forms with word series algorithms

    Springer Proceedings in Mathematics and Statistics (Springer New York LLC), pp. 115-137

  2. Bogdanov–Takens resonance in time-delayed systems

    Nonlinear Dynamics, Vol. 91, Núm. 3, pp. 1939-1947

  3. Geometric integrators and the Hamiltonian Monte Carlo method

    Acta Numerica, Vol. 27, pp. 113-206

  4. Hopf algebra techniques to handle dynamical systems and numerical integrators

    Abel Symposia

  5. Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods

    Journal of Computational Physics, Vol. 373, pp. 900-916

2017

  1. Adaptive Splitting Integrators for Enhancing Sampling Efficiency of Modified Hamiltonian Monte Carlo Methods in Molecular Simulation

    Langmuir, Vol. 33, Núm. 42, pp. 11530-11542

  2. Erratum to: Higher-Order Averaging, Formal Series and Numerical Integration II: The Quasi-Periodic Case (2012), 12, 471–508, 10.1007/s10208-012-9118-8

    Foundations of Computational Mathematics

  3. Palindromic 3-stage splitting integrators, a roadmap

    Journal of Computational Physics, Vol. 346, pp. 340-355

  4. Randomized Hamiltonian Monte Carlo

    Annals of Applied Probability, Vol. 27, Núm. 4, pp. 2159-2194