Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo

James A. Brofos, Vivekananda Roy, Roy R. Lederman

Riemannian manifold Hamiltonian (RMHMC) and Lagrangian Monte Carlo (LMC) have emerged as powerful methods of Bayesian inference. Unlike Euclidean Hamiltonian Monte Carlo (EHMC) and…