Condition-number-independent Convergence Rate of Riemannian Hamiltonian Monte Carlo with Numerical Integrators.
Yunbum KookYin Tat LeeRuoqi ShenSantosh S. VempalaPublished in: COLT (2023)
Keyphrases
- monte carlo
- convergence rate
- condition number
- numerical stability
- quasi monte carlo
- step size
- interior point methods
- convergence speed
- primal dual
- importance sampling
- markov chain
- power spectrum
- matrix inversion
- linear algebra
- wavelet neural network
- regression model
- particle filter
- shape analysis
- gradient method
- numerical methods
- affine invariant
- variance reduction
- correlation matrix
- natural images