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math.PR2023★ 6 cited
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
Evan Camrud, Alain Durmus, Pierre Monmarché +1
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltoni…
math.PR2021★ 14 cited
Weighted -contractivity of Langevin dynamics with singular potentials
Evan Camrud, David P. Herzog, Gabriel Stoltz +1
Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential allowing for singularities. By modifying the direct approach t…