On the dissipation of ideal Hamiltonian Monte Carlo sampler

DOI10.1002/STA4.629MaRDI QIDQ6548889zbMATH OpenFDO

Authors Qijia Jiang

Publication date 3 June 2024

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

zbMATH Keywords

samplingalgorithmsmachine learning

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• MCMC using Hamiltonian dynamics
• Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
• On sampling from a log-concave density using kinetic Langevin diffusions
• Optimal convergence rate of Hamiltonian Monte Carlo for strongly logconcave distributions
• Randomized Hamiltonian Monte Carlo
• Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
• Simulating Hamiltonian Dynamics
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo

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