Extra chance generalized hybrid Monte Carlo Articles uri icon

publication date

  • January 2015

start page

  • 365

end page

  • 374


  • 281

International Standard Serial Number (ISSN)

  • 0021-9991

Electronic International Standard Serial Number (EISSN)

  • 1090-2716


  • We study a method, Extra Chance Generalized Hybrid Monte Carlo, to avoid rejections in the Hybrid Monte Carlo method and related algorithms. In the spirit of delayed rejection, whenever a rejection would occur, extra work is done to find a fresh proposal that, hopefully, may be accepted. We present experiments that clearly indicate that the additional work per sample carried out in the extra chance approach clearly pays in terms of the quality of the samples generated. (C) 2014 Elsevier Inc. All rights reserved.


  • molecular-dynamics; metropolis-hastings; algorithm; integrators; spaces