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On Lq Convergence of the Hamiltonian Monte Carlo

arXiv 2101.08688 ↗First posted 21 Jan 2021math.CA cs.DS cs.LGcited by 1

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Abstract (arXiv)

We establish Lq convergence for Hamiltonian Monte Carlo algorithms. More specifically, under mild conditions for the associated Hamiltonian motion, we show that the outputs of the algorithms converge (strongly for 2≤ q<∞ and weakly for 1<q<2) to the desired target distribution.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 1 of its 5 references that are in the map. First posted on arXiv 21 Jan 2021.

Builds on

1 of 5 references.

References · 1

  1. 2016On the Geometric Ergodicity of Hamiltonian Monte Carlocited by 19

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Citing papers per year: 2024: 1.

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  1. 2024On Convergence of the Alternating Directions SGHMC Algorithmcited by 0