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Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates - MaRDI portal

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates (Q2075323)

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Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
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    Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates (English)
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    14 February 2022
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    bouncy particle sampler
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    coupling
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    hypocoercivity
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    randomized Hamiltonian Monte Carlo
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    weak convergence
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