Couplings for Andersen dynamics

DOI10.1214/21-AIHP1197zbMath1492.37079arXiv2009.14239OpenAlexW3089625001MaRDI QIDQ2155520

Andreas Eberle, Nawaf Bou-Rabee

Publication date: 15 July 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.14239

zbMATH Keywords

Markov chain Monte Carlomolecular dynamicscouplingsHamiltonian Monte CarloAndersen dynamics

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Dynamical systems in other branches of physics (quantum mechanics, general relativity, laser physics) (37N20) Monte Carlo methods applied to problems in statistical mechanics (82M31)

Related Items (9)

Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates ⋮ Ergodicity and long-time behavior of the Random Batch Method for interacting particle systems ⋮ Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions ⋮ Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference ⋮ Randomized time Riemannian manifold Hamiltonian Monte Carlo ⋮ Contraction and convergence rates for discretized kinetic Langevin dynamics ⋮ Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime ⋮ Tuning diagonal scale matrices for HMC ⋮ Contraction rate estimates of stochastic gradient kinetic Langevin integrators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
• Reflection couplings and contraction rates for diffusions
• Convergence to the equilibria for self-stabilizing processes in double-well landscape
• Hybrid Monte Carlo on Hilbert spaces
• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• Ergodicity of dissipative differential equations subject to random impulses
• Randomized Hamiltonian Monte Carlo
• Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
• The kinetic Fokker-Planck equation with general force
• Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
• Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
• On sampling from a log-concave density using kinetic Langevin diffusions
• Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics
• On the geometric ergodicity of Hamiltonian Monte Carlo
• Couplings and quantitative contraction rates for Langevin dynamics
• Ergodicity of the zigzag process
• Exponential ergodicity of the bouncy particle sampler
• On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics
• Monte Carlo strategies in scientific computing.
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Coupling and convergence for Hamiltonian Monte Carlo
• Numerical Integrators for the Hybrid Monte Carlo Method
• Hypocoercivity
• Unbiased Hamiltonian Monte Carlo with couplings
• An elementary approach to uniform in time propagation of chaos
• Stochastic Processes and Applications
• Hypocoercivity for linear kinetic equations conserving mass
• Piecewise deterministic Markov processes
• The Andersen thermostat in molecular dynamics

This page was built for publication: Couplings for Andersen dynamics