Mixing time guarantees for unadjusted Hamiltonian Monte Carlo

DOI10.3150/21-BEJ1450MaRDI QIDQ2108472

Nawaf Bou-Rabee, Andreas Eberle

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.00887

zbMATH Keywords

mixing timecouplingsMCMCvariational integratorsHamiltonian Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Related Items (4)

Particle dual averaging: optimization of mean field neural network with global convergence rate analysis* ⋮ Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates ⋮ Geometric numerical integration. Abstracts from the workshop held March 28 -- April 3, 2021 (hybrid meeting) ⋮ Mixing time guarantees for unadjusted Hamiltonian Monte Carlo

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