126 citations · 826 across the 40 of their papers we have counts for
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math.PR2020★ 13 cited
Couplings for Andersen Dynamics
Nawaf Bou-Rabee, Andreas Eberle
Andersen dynamics is a standard method for molecular simulations, and a precursor of the Hamiltonian Monte Carlo algorithm used in MCMC inference. The stochastic process correspond…
math.PR2020★ 20 cited
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
Nawaf Bou-Rabee, Katharina Schuh
We present dimension-free convergence and discretization error bounds for the unadjusted Hamiltonian Monte Carlo algorithm applied to high-dimensional probability distributions of…