Concentration Inequalities and UQ Bounds for Hypocoercive MCMC Samplers

Jeremiah Birrell, Luc Rey-Bellet

In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\hat{I}{¼}_{\ast }$; our results apply in particular to the Langevin eq…