Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration

20 November 2022

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

7 / 7 papers shown

Title
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 78 15 0 10 Apr 2023
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics B. Leimkuhler Daniel Paulin P. Whalley 24 16 0 21 Feb 2023
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle 53 29 0 03 May 2021
Coupling and Convergence for Hamiltonian Monte Carlo Nawaf Bou-Rabee A. Eberle Raphael Zimmer 73 135 0 01 May 2018
MCMC using Hamiltonian dynamics Radford M. Neal 132 3,263 0 09 Jun 2012