Coupling and Convergence for Hamiltonian Monte Carlo

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Coupling and Convergence for Hamiltonian Monte Carlo

1 May 2018

Nawaf Bou-Rabee

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Papers citing "Coupling and Convergence for Hamiltonian Monte Carlo"

13 / 13 papers shown

Title
Improving the evaluation of samplers on multi-modal targets Louis Grenioux Maxence Noble Marylou Gabrié 447 0 0 11 Apr 2025
Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions N. Glatt-Holtz Cecilia F. Mondaini 163 10 0 17 Mar 2020
Estimating Normalizing Constants for Log-Concave Distributions: Algorithms and Lower Bounds Rong Ge Holden Lee Jianfeng Lu 67 22 0 08 Nov 2019
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 62 98 0 14 Nov 2017
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 75 63 0 01 Sep 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 114 106 0 23 Aug 2017
Underdamped Langevin MCMC: A non-asymptotic analysis Xiang Cheng Niladri S. Chatterji Peter L. Bartlett Michael I. Jordan 99 301 0 12 Jul 2017
Quasi-Reliable Estimates of Effective Sample Size Youhan Fang Yudong Cao R. Skeel 45 6 0 10 May 2017
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 79 70 0 29 Apr 2017
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 115 116 0 29 Jan 2016
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions A. Eberle 103 41 0 03 Oct 2012
MCMC using Hamiltonian dynamics Radford M. Neal 298 3,282 0 09 Jun 2012
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 189 4,315 0 18 Nov 2011

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