Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
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Publication:6165984
DOI10.1214/23-ejp970zbMath1529.60047arXiv2009.08735OpenAlexW3087302502MaRDI QIDQ6165984
Katharina Schuh, Nawaf Bou-Rabee
Publication date: 2 August 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08735
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
Related Items (3)
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 ⋮ Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
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