1 citations · 3 across the 17 of their papers we have counts for
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Hamiltonian Monte Carlo with Asymmetrical Momentum Distributions
Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed. W…
On A Stein Method Based Approximation for A Two-Dimensional Markov Chain
Yingdong Lu
We study an approximation method of stationary characters of a two-dimensional Markov chain via the Stein method. For this purpose, innovative methods are developed to estimate the…
Local and Global Existence of A Nonlocal Equation with A Singular Integral Drift Term
Yingdong Lu
We study an initial value problem with fractional Laplacian and a singular drift term, and obtain local and global existence theorems similar to the results in Jourdain et al.(2005…
Approximating the Markov Chain of the Curie-Weiss Model
Yingdong Lu
In this paper, we quantify some known approximation to the Curie-Weiss model via applying the Stein method to the Markov chain whose stationary distribution coincides with Curie-We…
HMC, an Algorithms in Data Mining, the Functional Analysis approach
Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamilton…
On Convergence of the Hamiltonian Monte Carlo
Soumyadip Ghosh, Yingdong Lu, Tomasz Nowicki
We establish convergence for Hamiltonian Monte Carlo algorithms. More specifically, under mild conditions for the associated Hamiltonian motion, we show that the outputs of t…