Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models

نویسندگان

چکیده

We present dimension-free convergence and discretization error bounds for the unadjusted Hamiltonian Monte Carlo algorithm applied to high-dimensional probability distributions of mean-field type. These require step be sufficiently small, but do not strong convexity either unary or pairwise potential terms in model. To handle high dimensionality, our proof uses a particlewise coupling that is contractive complementary metric.

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ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2023

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/23-ejp970