70 citations · 82 across the 8 of their papers we have counts for
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math.PR2018
Does Hamiltonian Monte Carlo mix faster than a random walk on multimodal densities?
Oren Mangoubi, Natesh S. Pillai, Aaron Smith
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their…
math.PR2017★ 70 cited
Rapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions
Oren Mangoubi, Aaron Smith
We obtain several quantitative bounds on the mixing properties of the Hamiltonian Monte Carlo (HMC) algorithm for a strongly log-concave target distribution on …
math.PR2015★ 2 cited
Integral geometry for Markov chain Monte Carlo: overcoming the curse of search-subspace dimensionality
Oren Mangoubi, Alan Edelman
We introduce a method that uses the Cauchy-Crofton formula and a new curvature formula from integral geometry to reweight the sampling probabilities of Metropolis-within-Gibbs algo…