Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions

arXiv1708.07114MaRDI QIDQ6290444

Aaron Smith, Oren Mangoubi

Publication date: 23 August 2017

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) Randomized algorithms (68W20)

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