On the geometric ergodicity of Hamiltonian Monte Carlo (Q2325354)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the geometric ergodicity of Hamiltonian Monte Carlo
scientific article

    Statements

    On the geometric ergodicity of Hamiltonian Monte Carlo (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    25 September 2019
    0 references
    0 references
    geometric ergodicity
    0 references
    Hamiltonian dynamics
    0 references
    Hamiltonian Monte Carlo
    0 references
    hybrid Monte Carlo
    0 references
    Markov chain Monte Carlo
    0 references
    Markov chains
    0 references
    stochastic simulation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references