Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions

23 August 2017

Papers citing "Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions"

10 / 10 papers shown

Title
Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions N. Glatt-Holtz Cecilia F. Mondaini 159 10 0 17 Mar 2020
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 45 22 0 08 Nov 2019
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 67 70 0 29 Apr 2017
Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature Oren Mangoubi Aaron Smith OT 54 22 0 09 Sep 2016
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 74 11 0 05 May 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 87 116 0 29 Jan 2016
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 64 412 0 17 Jul 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 74 514 0 23 Dec 2014
MCMC using Hamiltonian dynamics Radford M. Neal 290 3,281 0 09 Jun 2012
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 87 99 0 02 Mar 2011