70 citations · 138 across the 21 of their papers we have counts for
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Simple Conditions for Metastability of Continuous Markov Chains
Oren Mangoubi, Natesh S. Pillai, Aaron Smith
A family of Markov chains is said to exhibit with if its spectral gap (or some other…
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…
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 …
Rapid Mixing of Geodesic Walks on Manifolds with Positive Curvature
Oren Mangoubi, Aaron Smith
We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold , which we call the . We prove that the mixing…
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…