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Found 2 papers, 1 papers with code
On the Geometric Ergodicity of Hamiltonian Monte Carlo
We establish general conditions under which Markov chains produced by the Hamiltonian Monte Carlo method will and will not be geometrically ergodic.
Optimizing The Integrator Step Size for Hamiltonian Monte Carlo
Hamiltonian Monte Carlo can provide powerful inference in complex statistical problems, but ultimately its performance is sensitive to various tuning parameters.
Methodology Statistics Theory Statistics Theory
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