Cover Image

Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bou-Rabee, Nawaf, Marsden, Milo
Format:	Preprint
Published:	2022
Subjects:	Probability Numerical Analysis Statistics Theory Computation Machine Learning 60J05 (Primary) 65C05, 65P10 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Randomized Runge-Kutta-Nyström Methods for Unadjusted Hamiltonian and Kinetic Langevin Monte Carlo
by: Bou-Rabee, Nawaf, et al.
Published: (2023)

On couplings for kinetic Langevin diffusions
by: Bou-Rabee, Nawaf, et al.
Published: (2026)

The No-Underrun Sampler: A Locally-Adaptive, Gradient-Free MCMC Method
by: Bou-Rabee, Nawaf, et al.
Published: (2025)

Decoupling for Markov Chains
by: Bou-Rabee, Nawaf, et al.
Published: (2025)

Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
by: Han, Ruiyu, et al.
Published: (2025)

Convergence of a Sequential Monte Carlo algorithm towards multimodal distributions on Rd
by: Han, Ruiyu
Published: (2025)

Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
by: Chak, Martin, et al.
Published: (2023)

An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
by: Hofstadler, Julian, et al.
Published: (2024)

An Analysis of the Diaconis-Holmes-Neal Markov Chain Sampler Under Generalized Unimodal Underlying Probabilities
by: Hildebrand, Martin V., et al.
Published: (2026)

Convergence and non-asymptotic error analysis for kinetic Langevin samplers using the exact harmonic Langevin integrator
by: Schuh, Katharina
Published: (2026)

A Dimension-Independent Bound on the Wasserstein Contraction Rate of a Geodesic Random Walk on the Sphere
by: Schär, Philip, et al.
Published: (2023)

Distributional Computational Graphs: Error Bounds
by: Elias, Olof Hallqvist, et al.
Published: (2026)

Perimeter length of the convex hull of Brownian motion in the hyperbolic plane
by: Bhattacharjee, Chinmoy, et al.
Published: (2025)

Bounds on the size of the convex hull of planar Brownian motion and related inverse processes
by: Cygan, Wojciech, et al.
Published: (2023)

Occupation times on the legs of a diffusion spider
by: Salminen, Paavo, et al.
Published: (2024)

Convergence of kinetic Langevin samplers for non-convex potentials
by: Schuh, Katharina, et al.
Published: (2024)

Uniform ergodicity of geodesic slice sampling
by: Hasenpflug, Mareike
Published: (2025)

Symplectic methods for stochastic Hamiltonian systems: asymptotic error distributions and Hamiltonian-specific analysis
by: Chen, Chuchu, et al.
Published: (2025)

Monte Carlo on a single sample
by: Detering, Nils, et al.
Published: (2025)

Simulation of elliptic and hypo-elliptic conditional diffusions
by: Bierkens, Joris, et al.
Published: (2018)

Hamiltonian Monte Carlo methods for spectroscopy data analysis
by: McBride, Daniel, et al.
Published: (2024)

Expected area of the star hull of planar Brownian motion and bridge
by: Panzo, Hugo
Published: (2026)

A matrix-free parallel solution method for the three-dimensional heterogeneous Helmholtz equation
by: Chen, Jinqiang, et al.
Published: (2023)

A matrix-free parallel two-level deflation preconditioner for the two-dimensional Helmholtz problems
by: Chen, Jinqiang, et al.
Published: (2023)

Analysis of Spectral Hamiltonian Boundary Value Methods (SHBVMs) for the numerical solution of ODE problems
by: Amodio, Pierluigi, et al.
Published: (2018)

Monte Carlo convergence rates for $k$th moments in Banach spaces
by: Kirchner, Kristin, et al.
Published: (2022)

A polynomially accelerated fixed-point iteration for vector problems
by: Alemanno, Francesco
Published: (2025)

Ballistic Convergence in Hit-and-Run Monte Carlo and a Coordinate-free Randomized Kaczmarz Algorithm
by: Bou-Rabee, Nawaf, et al.
Published: (2024)

Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies
by: Glatt-Holtz, Nathan E., et al.
Published: (2022)

Optimal order FEM for dynamic poroelasticity: Error analysis for equal order elements
by: Bause, Markus, et al.
Published: (2024)

The random timestep Euler method and its continuous dynamics
by: Latz, Jonas
Published: (2024)

Optimal convergence rates of MCMC integration for functions with unbounded second moment
by: Hofstadler, Julian
Published: (2024)

Probabilistic models and statistics for electronic financial markets in the digital age
by: Bibinger, Markus
Published: (2024)

A Third-Order Semi-Discrete Central Scheme for Conservation Laws and Convection-Diffusion Equations
by: Kurganov, Alexander, et al.
Published: (2000)

Convergence of stochastic gradient descent schemes for Lojasiewicz-landscapes
by: Dereich, Steffen, et al.
Published: (2021)

Heat Kernel Estimates for Schrödinger Operators in the Domain Above a Bounded Lipschitz Function
by: Graves-McCleary, Anthony
Published: (2025)

Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
by: Pang, Chenxu, et al.
Published: (2023)

Goal-oriented time adaptivity for port-Hamiltonian systems
by: Bartel, Andreas, et al.
Published: (2024)

Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Pang, Chenxu, et al.
Published: (2023)