This paper surveys in detail the relations between numerical integration and
the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational
cost of HMC mainly lies in the numerical integrations, these should be
performed as efficiently as possible. However, HMC requires
提出了基于相对论动力学的哈密顿蒙特卡罗方法,通过引入粒子的最大速度解决哈密顿蒙特卡罗在大时间离散化和空间几何不匹配时的性能问题,并开发了基于此的相对论随机梯度下降算法,与深度学习中的优化方法如梯度截断、RMSprop、Adagrad 和 Adam 有趣的关系,实验表明这种算法比经典牛顿变体和 Adam 表现更好。