Xiuyuan Wang

Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang, Andre Wibisono

We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by repeatedly simulating the continuous-time Hamiltonian dynamics for some random integration times, and r…Read more