20 citations · 23 across the 4 of their papers we have counts for
4 papers
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…
Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos
Katharina Schuh
We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach…
Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement
Alain Durmus, Andreas Eberle, Arnaud Guillin +1
We develop a new approach to study the long time behaviour of solutions to nonlinear stochastic differential equations in the sense of McKean, as well as propagation of chaos for t…
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…