On explicit $L^2$-convergence rate estimate for piecewise deterministic
Markov processes in MCMC algorithms

On explicit $L^2$ -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms

29 July 2020

Papers citing "On explicit $L^2$-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms"

16 / 16 papers shown

Title
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities Giovanni Brigati Gabriel Stoltz Andi Q. Wang Lihan Wang 25 2 0 22 Jul 2024
Non-reversible lifts of reversible diffusion processes and relaxation times Andreas Eberle Francis Lörler 32 8 0 07 Feb 2024
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration Nawaf Bou-Rabee Milo Marsden 32 12 0 20 Nov 2022
Birth-death dynamics for sampling: Global convergence, approximations and their asymptotics Yulong Lu D. Slepčev Lihan Wang 32 22 0 01 Nov 2022
Hamiltonian Monte Carlo for efficient Gaussian sampling: long and random steps Simon Apers S. Gribling Dániel Szilágyi 28 10 0 26 Sep 2022
On the Dissipation of Ideal Hamiltonian Monte Carlo Sampler Qijia Jiang 30 7 0 15 Sep 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
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 58 29 0 03 May 2021
Adaptive schemes for piecewise deterministic Monte Carlo algorithms Andrea Bertazzi J. Bierkens 4 9 0 27 Dec 2020
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 13 6 0 21 Dec 2020
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods Christophe Andrieu P. Dobson Andi Q. Wang 31 13 0 18 Nov 2020
Couplings for Andersen Dynamics Nawaf Bou-Rabee A. Eberle 24 11 0 29 Sep 2020
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates T. S. Kleppe 10 12 0 04 May 2020
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Coté Arnaud Doucet 10 51 0 13 Aug 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