Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions (Q2093317): Difference between revisions

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Latest revision as of 18:39, 30 July 2024

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Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
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    Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions (English)
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    7 November 2022
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    Hamiltonian Monte Carlo (HMC)
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    infinite-dimensional Hamiltonian systems
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    Markov chain Monte Carlo (MCMC)
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    statistical sampling
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    Bayesian inversion
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    advection-diffusion equations
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    passive scalar transport
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