Geometric Ergodicity for Hamiltonian Monte Carlo on Compact Manifolds

DOI10.1137/22m1543550OpenAlexW4389452329MaRDI QIDQ6089731

Unnamed Author, Takashi Sakajo

Publication date: 15 December 2023

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1543550

zbMATH Keywords

numerical integrationMonte CarloturbulenceMarkov chainHamiltonian dynamicsHamiltonian Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Statistical turbulence modeling (76F55) Vortex methods applied to problems in fluid mechanics (76M23)

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