Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions

17 March 2020

Papers citing "Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions"

14 / 14 papers shown

Title
On Bayesian Consistency for Flows Observed Through a Passive Scalar J. Borggaard N. Glatt-Holtz J. Krometis 15 5 0 13 Sep 2018
Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities? Oren Mangoubi Natesh S. Pillai Aaron Smith 81 31 0 09 Aug 2018
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 88 137 0 01 May 2018
Geometric integrators and the Hamiltonian Monte Carlo method Nawaf Bou-Rabee J. Sanz-Serna 55 97 0 14 Nov 2017
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions Oren Mangoubi Aaron Smith 97 106 0 23 Aug 2017
On the convergence of Hamiltonian Monte Carlo Alain Durmus Eric Moulines E. Saksman 63 70 0 29 Apr 2017
Geometric MCMC for Infinite-Dimensional Inverse Problems A. Beskos Mark Girolami Shiwei Lan P. Farrell Andrew M. Stuart 43 142 0 20 Jun 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 85 116 0 29 Jan 2016
Subgeometric rates of convergence in Wasserstein distance for Markov chains Alain Durmus G. Fort Eric Moulines 23 34 0 19 Feb 2014
A computational framework for infinite-dimensional Bayesian inverse problems: Part II. Stochastic Newton MCMC with application to ice sheet flow inverse problems N. Petra James Martin G. Stadler Omar Ghattas 66 231 0 28 Aug 2013
A computational framework for infinite-dimensional Bayesian inverse problems. Part I: The linearized case, with application to global seismic inversion T. Bui-Thanh Omar Ghattas James Martin G. Stadler 71 390 0 06 Aug 2013
Advanced MCMC Methods for Sampling on Diffusion Pathspace A. Beskos K. Kalogeropoulos E. Pazos 77 26 0 28 Mar 2012
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 97 480 0 03 Feb 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 94 187 0 06 Dec 2011