When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?

10 April 2023

Papers citing "When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?"

13 / 13 papers shown

Title
Operator-Level Quantum Acceleration of Non-Logconcave Sampling Jiaqi Leng Zhiyan Ding Zherui Chen Lin Lin 54 0 0 08 May 2025
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities Jimmy Huy Tran T. S. Kleppe BDL 43 0 0 25 Apr 2025
Sampling from Bayesian Neural Network Posteriors with Symmetric Minibatch Splitting Langevin Dynamics Daniel Paulin P. Whalley Neil K. Chada B. Leimkuhler BDL 41 4 0 14 Oct 2024
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration Nawaf Bou-Rabee Stefan Oberdörster 23 1 0 09 Oct 2024
Is Gibbs sampling faster than Hamiltonian Monte Carlo on GLMs? Son Luu Zuheng Xu Nikola Surjanovic Miguel Biron-Lattes Trevor Campbell Alexandre Bouchard-Coté 20 0 0 04 Oct 2024
Entropy contraction of the Gibbs sampler under log-concavity Filippo Ascolani Hugo Lavenant Giacomo Zanella 26 5 0 01 Oct 2024
Rényi-infinity constrained sampling with $d^3$ membership queries Yunbum Kook Matthew Shunshi Zhang 19 0 0 17 Jul 2024
On Convergence of the Alternating Directions SGHMC Algorithm Soumyadip Ghosh Ying-Ling Lu T. Nowicki 19 0 0 21 May 2024
Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations" Daniel Paulin P. Whalley 8 2 0 13 Feb 2024
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 30 16 0 21 Feb 2023
Mean-Field Analysis of Two-Layer Neural Networks: Global Optimality with Linear Convergence Rates Jingwei Zhang Xunpeng Huang Jincheng Yu MLT 13 1 0 19 May 2022
Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling Keru Wu S. Schmidler Yuansi Chen 36 50 0 27 Sep 2021
MCMC using Hamiltonian dynamics Radford M. Neal 170 3,260 0 09 Jun 2012