Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients

Yuansi Chen, Raaz Dwivedi, Martin J. Wainwright, Bin Yu 0001. Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients. Journal of Machine Learning Research, 21, 2020. [doi]

@article{ChenDW020-0,
  title = {Fast mixing of Metropolized Hamiltonian Monte Carlo: Benefits of multi-step gradients},
  author = {Yuansi Chen and Raaz Dwivedi and Martin J. Wainwright and Bin Yu 0001},
  year = {2020},
  url = {http://jmlr.org/papers/v21/19-441.html},
  researchr = {https://researchr.org/publication/ChenDW020-0},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {21},
}