Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates

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  1. Department of Statistics
  2. Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates

Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates

TitleRandomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates
Publication TypeJournal Article
Year of Publication2020
AuthorsDeligiannidis, G, Paulin, D, Bouchard-Côté, A, Doucet, A
JournalAnnals of Applied Probability
Volume(Accepted)