When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?
Fuente:
arXiv
Guardado en:
| Autores principales: | Chen, Yuansi, Gatmiry, Khashayar, Jiang, Minhui |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
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