Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
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Publication:2108472
DOI10.3150/21-BEJ1450MaRDI QIDQ2108472FDOQ2108472
Authors: Nawaf Bou-Rabee, Andreas Eberle
Publication date: 19 December 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.00887
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Cited In (14)
- Contraction and convergence rates for discretized kinetic Langevin dynamics
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
- An entropic approach for Hamiltonian Monte Carlo: the idealized case
- Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
- Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
- Tuning diagonal scale matrices for HMC
- \(L^2\)-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems
- Particle dual averaging: optimization of mean field neural network with global convergence rate analysis*
- Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
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- Geometric numerical integration. Abstracts from the workshop held March 28 -- April 3, 2021 (hybrid meeting)
- Contraction rate estimates of stochastic gradient kinetic Langevin integrators
- Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension
- On the dissipation of ideal Hamiltonian Monte Carlo sampler
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