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Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates (2021)

First Author: Deligiannidis G
Attributed to:  CoSInES (COmputational Statistical INference for Engineering and Security) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/20-aap1659

Publication URI: http://dx.doi.org/10.1214/20-aap1659

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 6