Coupling and Convergence for Hamiltonian Monte Carlo

DOI10.1214/19-AAP1528arXiv1805.00452MaRDI QIDQ6301040

Nawaf Bou-Rabee, Andreas Eberle, Raphael Zimmer

Publication date: 1 May 2018

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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