Showing math.PRShow all
2 papers · 1 filter
math.PR2024
Ballistic Convergence in Hit-and-Run Monte Carlo and a Coordinate-free Randomized Kaczmarz Algorithm
Nawaf Bou-Rabee, Andreas Eberle, Stefan Oberdörster
Hit-and-Run is a coordinate-free Gibbs sampler, yet the quantitative advantages of its coordinate-free property remain largely unexplored beyond empirical studies. In this paper, w…
math.PR2024
Mixing of the No-U-Turn Sampler and the Geometry of Gaussian Concentration
Nawaf Bou-Rabee, Stefan Oberdörster
We prove that the mixing time of the No-U-Turn Sampler (NUTS), when initialized in the concentration region of the canonical Gaussian measure, scales as , up to logarithmi…