On \(L^2\) convergence of the Hamiltonian Monte Carlo

DOI10.1016/j.aml.2021.107811zbMath1503.81026OpenAlexW3215958205WikidataQ114210534 ScholiaQ114210534MaRDI QIDQ2077027

Yanyan Li

Publication date: 22 February 2022

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107811

zbMATH Keywords

convergencegeometric convergenceHamiltonian Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational aspects related to convexity (52B55) Iterative procedures involving nonlinear operators (47J25) Hamilton's equations (70H05) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Spaces of measures, convergence of measures (28A33) Differential geometric methods (tensors, connections, symplectic, Poisson, contact, Riemannian, nonholonomic, etc.) for problems in mechanics (70G45)

Related Items (1)

On \(L^\mathfrak{q}\) convergence of the Hamiltonian Monte Carlo

Cites Work

• On the geometric ergodicity of Hamiltonian Monte Carlo
• Coupling and convergence for Hamiltonian Monte Carlo

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