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08/22/2023
Nonlinear Hamiltonian Monte Carlo its Particle Approximation
We present a nonlinear (in the sense of McKean) generalization of Hamilt...
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11/20/2022
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration
A novel randomized time integrator is suggested for unadjusted Hamiltoni...
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05/03/2021
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo
We provide quantitative upper bounds on the total variation mixing time ...
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09/29/2020
Couplings for Andersen Dynamics
Andersen dynamics is a standard method for molecular simulations, and a ...
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11/03/2019
Dimension-free path-integral molecular dynamics without preconditioning
Convergence with respect to imaginary-time discretization (i.e., the num...
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06/17/2019
Sticky Brownian Motion and its Numerical Solution
Sticky Brownian motion is the simplest example of a diffusion process th...
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05/01/2018
Coupling and Convergence for Hamiltonian Monte Carlo
Based on a new coupling approach, we prove that the transition step of t...
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11/14/2017