On L q convergence of the Hamiltonian Monte Carlo
On L q convergence of the Hamiltonian Monte Carlo
About this item
Full title
On L q convergence of the Hamiltonian Monte Carlo
Author / Creator
Publisher
De Gruyter
Journal title
Journal of applied analysis, 2023-06, Vol.29 (1), p.161-169
Language
English
Formats
Publication information
Publisher
De Gruyter
Subjects
More information
Scope and Contents
Contents
We establish
convergence for Hamiltonian Monte Carlo (HMC) algorithms. More specifically, under mild conditions for the associated Hamiltonian motion, we show that the outputs of the algorithms converge (strongly for
and weakly for
) to the desired target distribution. In addition, we establish a general convergence rate for an
converge...
Alternative Titles
Full title
On L q convergence of the Hamiltonian Monte Carlo
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1515_jaa_2022_1006
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1515_jaa_2022_1006
Other Identifiers
ISSN
1425-6908
E-ISSN
1869-6082
DOI
10.1515/jaa-2022-1006
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