Condition-number-independent Convergence Rate of Riemannian Hamiltonian Monte Carlo with Numerical Integrators.
Yunbum KookYin Tat LeeRuoqi ShenSantosh S. VempalaPublished in: CoRR (2022)
Keyphrases
- monte carlo
- convergence rate
- condition number
- numerical stability
- quasi monte carlo
- convergence speed
- step size
- markov chain
- importance sampling
- interior point methods
- primal dual
- shape analysis
- particle filter
- linear algebra
- regression model
- variance reduction
- temporal difference
- matrix inversion
- gradient method
- numerical methods
- power spectrum
- image processing
- sufficient conditions
- markov random field
- denoising
- least squares