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• W3087302502 abstract "We present dimension-free convergence and discretization error bounds for the unadjusted Hamiltonian Monte Carlo algorithm applied to high-dimensional probability distributions of mean-field type. These bounds require the discretization step to be sufficiently small, but do not require strong convexity of either the unary or pairwise potential terms present in the mean-field model. To handle high dimensionality, our proof uses a particlewise coupling that is contractive in a complementary particlewise metric." @default.
• W3087302502 created "2020-09-25" @default.
• W3087302502 creator A5004460220 @default.
• W3087302502 creator A5073586257 @default.
• W3087302502 date "2023-01-01" @default.
• W3087302502 modified "2023-10-09" @default.
• W3087302502 title "Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models" @default.
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• W3087302502 doi "https://doi.org/10.1214/23-ejp970" @default.
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