Oren Mangoubi

activity

20152025

most citedRapid Mixing of Hamiltonian Monte Carlo on Strongly Log-Concave Distributions

70 citations · 138 across the 21 of their papers we have counts for

collaborators

Showing 2018Show all

3 papers · 1 filter

math.PR2018★ 4 cited

Simple Conditions for Metastability of Continuous Markov Chains

Oren Mangoubi, Natesh S. Pillai, Aaron Smith

A family ${Q_{β}}_{β \geq 0}$ of Markov chains is said to exhibit $metastable mixing$ with $modes$ $S_{β}^{(1)}, \dots, S_{β}^{(k)}$ if its spectral gap (or some other…

math.PR2018★ 17 cited

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…

cs.DS2018★ 25 cited

Dimensionally Tight Bounds for Second-Order Hamiltonian Monte Carlo

Oren Mangoubi, Nisheeth K. Vishnoi

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in…