Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (Q1996782)

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Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
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    Statements

    title
    Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (English)
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    author
    Alain Durmus
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    Eric Moulines
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    Eero Saksman
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    publication date
    26 February 2021
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    zbMATH Keywords
    Hamiltonian Monte Carlo
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    Markov chain Monte Carlo
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    irreducibility
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    geometric ergodicity
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    Identifiers

    DOI
    10.1214/19-AOS1941
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    zbMATH DE Number
    7315921
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