On the geometric ergodicity of Hamiltonian Monte Carlo (Q2325354): Difference between revisions

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-Mark A. Girolami
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+An introduction to MCMC for machine learning
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+Hybrid Monte Carlo on Hilbert spaces
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+Randomized Hamiltonian Monte Carlo
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+Some things we've learned (about Markov chain Monte Carlo)
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+Iterated Random Functions
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+Connections and Extensions: A Discussion of the Paper by Girolami and Byrne
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+Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
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