Publicaciones (169) Publicaciones de JESUS MARIA SANZ SERNA

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. SURVEY and REVIEW

    SIAM Review

  2. SURVEY and REVIEW

    SIAM Review

  3. Split Hamiltonian Monte Carlo revisited

    Statistics and Computing, Vol. 32, Núm. 5

  4. Survey and Review

    SIAM Review

  5. Survey and Review

    SIAM Review

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. SURVEY and REVIEW

    SIAM Review

  3. Survey and review

    SIAM Review

  4. Survey and review

    SIAM Review

  5. Survey and review

    SIAM Review

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

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

  7. 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

  3. Survey and Review

    SIAM Review

  4. Survey and review

    SIAM Review

  5. Survey and review

    SIAM Review

  6. Survey and review

    SIAM Review