2 papers
math.AP2025
How to construct decay rates for kinetic Fokker--Planck equations?
Giovanni Brigati, Gabriel Stoltz
We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimate…
math.PR2024
Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo
Evan Camrud, Alain Durmus, Pierre Monmarché +1
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltoni…