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math.PR2023
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation
Nawaf Bou-Rabee, Katharina Schuh
We present a nonlinear (in the sense of McKean) generalization of Hamiltonian Monte Carlo (HMC) termed nonlinear HMC (nHMC) capable of sampling from nonlinear probability measures…
math.PR2023★ 5 cited
Mixing of Metropolis-Adjusted Markov Chains via Couplings: The High Acceptance Regime
Nawaf Bou-Rabee, Stefan Oberdörster
We present a coupling framework to upper bound the total variation mixing time of various Metropolis-adjusted, gradient-based Markov kernels in the `high acceptance regime'. The ap…