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math.PR2026
On Hamiltonian Monte Carlo for Gaussian Random Variables with Random Hamiltonians
Yingdong Lu, Tomasz Nowicki
We study a family of (multivariate-)Gaussian Hamiltonian Monte Carlo (GHMC) operators and prove that the family of Gaussian distributions and their mixtures are invariant under suc…
math.PR2024
On the iterations of some random functions with Lipschitz number one
Yingdong Lu, Tomasz Nowicki
For the iterations of random functions with Lipschitz number one, we represent the dynamics as a Markov chain and prove its convergence under mild conditions. We…