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stat.ML2026
Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo
Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang +1
We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by rep…
stat.ML2026
Tail-Sensitive KL and Rényi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings
Nawaf Bou-Rabee, Siddharth Mitra, Andre Wibisono
Hamiltonian Monte Carlo (HMC) algorithms are among the most widely used sampling methods in high dimensional settings, yet their convergence properties are poorly understood in div…