Convergence of preconditioned Hamiltonian Monte Carlo on Hilbert spaces (Q6190813)
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scientific article; zbMATH DE number 7800818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of preconditioned Hamiltonian Monte Carlo on Hilbert spaces |
scientific article; zbMATH DE number 7800818 |
Statements
Convergence of preconditioned Hamiltonian Monte Carlo on Hilbert spaces (English)
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6 February 2024
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coupling
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convergence to equilibrium
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Markov chain Monte Carlo in infinite dimensions
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Hamiltonian Monte Carlo
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hybrid Monte Carlo
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geometric integration
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preconditioning
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Metropolis-Hastings
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Hilbert spaces
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Wasserstein distance
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0.8645747303962708
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0.8264402151107788
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0.8091320395469666
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0.7905286550521851
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0.7703424692153931
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