A Theoretical Comparison of No-U-Turn Sampler Variants: Necessary and Sufficient Convergence Conditions and Mixing Time Analysis under Gaussian Targets

Samuel Gruffaz, Kyurae Kim, Fares Guehtar +2

The No-U-Turn Sampler (NUTS) is the computational workhorse of modern Bayesian software libraries, yet its qualitative and quantitative convergence guarantees were established only…