Couplings for Andersen dynamics
نویسندگان
چکیده
Andersen dynamics is a standard method for molecular simulations, and precursor of the Hamiltonian Monte Carlo algorithm used in MCMC inference. The stochastic process corresponding to PDMP (piecewise deterministic Markov process) that iterates between flows velocity randomizations randomly selected particles. Both from viewpoint inference, basic question understand convergence equilibrium this particularly high dimension. Here we present couplings obtain sharp bounds Wasserstein sense do not require global convexity underlying potential energy.
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ژورنال
عنوان ژورنال: Annales de l'I.H.P
سال: 2022
ISSN: ['0246-0203', '1778-7017']
DOI: https://doi.org/10.1214/21-aihp1197