Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration

20 November 2022

Papers citing "Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration"

12 / 12 papers shown

Title
On Convergence of the Alternating Directions SGHMC Algorithm Soumyadip Ghosh Ying-Ling Lu T. Nowicki 19 0 0 21 May 2024
GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo Nawaf Bou-Rabee Bob Carpenter Milo Marsden 43 6 0 23 Apr 2024
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation Nawaf Bou-Rabee Katharina Schuh 18 7 0 22 Aug 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm? Yuansi Chen Khashayar Gatmiry 91 15 0 10 Apr 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 32 16 0 21 Feb 2023
Faster high-accuracy log-concave sampling via algorithmic warm starts Jason M. Altschuler Sinho Chewi 16 34 0 20 Feb 2023
Improved Discretization Analysis for Underdamped Langevin Monte Carlo Matthew Shunshi Zhang Sinho Chewi Mufan Bill Li Krishnakumar Balasubramanian Murat A. Erdogdu 15 34 0 16 Feb 2023
On the Dissipation of Ideal Hamiltonian Monte Carlo Sampler Qijia Jiang 25 7 0 15 Sep 2022
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 55 29 0 03 May 2021
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 77 136 0 01 May 2018
MCMC using Hamiltonian dynamics Radford M. Neal 182 3,262 0 09 Jun 2012