Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy
Particle Sampler and Dimension-Free Convergence Rates

Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates

13 August 2018

George Deligiannidis

Alexandre Bouchard-Coté

Papers citing "Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates"

12 / 12 papers shown

Title
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 31 10 0 26 Sep 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 33 13 0 24 May 2022
Metropolis Adjusted Langevin Trajectories: a robust alternative to Hamiltonian Monte Carlo L. Riou-Durand Jure Vogrinc 18 14 0 26 Feb 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 14 13 0 18 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 20 10 0 02 Feb 2022
On explicit $L^2$ -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms Jianfeng Lu Lihan Wang 22 27 0 29 Jul 2020
Cores for Piecewise-Deterministic Markov Processes used in Markov Chain Monte Carlo P. Holderrieth 19 10 0 20 Oct 2019
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
Generalized Bouncy Particle Sampler Changye Wu Christian P. Robert 25 25 0 15 Jun 2017
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 58 231 0 11 Jul 2016