Publication | Date of Publication | Type |
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Randomized Runge-Kutta-Nystr\"om | 2023-10-11 | Paper |
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation | 2023-08-22 | Paper |
Mixing of Metropolis-Adjusted Markov Chains via Couplings: The High Acceptance Regime | 2023-08-08 | Paper |
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models | 2023-08-02 | Paper |
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo | 2022-12-19 | Paper |
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration | 2022-11-20 | Paper |
Couplings for Andersen dynamics | 2022-07-15 | Paper |
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions | 2021-08-12 | Paper |
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo | 2021-05-03 | Paper |
Coupling and convergence for Hamiltonian Monte Carlo | 2021-03-18 | Paper |
Sticky Brownian Motion and Its Numerical Solution | 2020-02-17 | Paper |
Dimension-free path-integral molecular dynamics without preconditioning | 2019-11-03 | Paper |
Geometric integrators and the Hamiltonian Monte Carlo method | 2019-08-28 | Paper |
Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations | 2019-06-20 | Paper |
SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations | 2018-05-18 | Paper |
Coupling and Convergence for Hamiltonian Monte Carlo | 2018-05-01 | Paper |
Randomized Hamiltonian Monte Carlo | 2017-11-07 | Paper |
Cayley Splitting for Second-Order Langevin Stochastic Partial Differential Equations | 2017-07-18 | Paper |
Metropolis Integration Schemes for Self-Adjoint Diffusions | 2015-05-19 | Paper |
Nonasymptotic mixing of the MALA algorithm | 2013-02-27 | Paper |
A patch that imparts unconditional stability to explicit integrators for Langevin-like equations | 2012-05-18 | Paper |
Long-Run Accuracy of Variational Integrators in the Stochastic Context | 2011-02-28 | Paper |
A counterexample showing the semi-explicit Lie-Newmark algorithm is not variational | 2010-05-17 | Paper |
Pathwise accuracy and ergodicity of metropolized integrators for SDEs | 2010-04-06 | Paper |
Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip | 2009-10-15 | Paper |
Hamilton-Pontryagin integrators on Lie groups. I: Introduction and structure-preserving properties | 2009-06-22 | Paper |
Stochastic variational integrators | 2009-04-29 | Paper |
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip | 2009-04-03 | Paper |
Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums | 2008-09-25 | Paper |
Dissipation-Induced Heteroclinic Orbits in Tippe Tops | 2008-06-10 | Paper |
Ballistic Transport at Uniform Temperature | 2007-10-08 | Paper |
Stochastic Variational Partitioned Runge-Kutta Integrators for Constrained Systems | 2007-09-14 | Paper |
The Motion of the Spherical Pendulum Subjected to a $D_n$ Symmetric Perturbation | 2006-06-01 | Paper |
A geometric treatment of Jellett's egg | 2005-09-22 | Paper |
Tippe Top Inversion as a Dissipation-Induced Instability | 2005-02-28 | Paper |
A Multiparameter, Numerical Stability Analysis of a Standing Cantilever Conveying Fluid | 2003-01-05 | Paper |