Speaker
Xinhao Yu
(University of Edinburgh)
Description
We apply Harris' ergodic theorem on Markov chains to prove
the geometric convergence of Hamiltonian Monte Carlo: first on compact
Riemannian manifolds, and secondly on a large class of non-compact Riemannian
manifolds by introducing an extra Metropolis step in the radial direction. We
shall use $\phi^4$ theory as an explicit example of the latter case.
| Topical area | Algorithms and Artificial Intelligence |
|---|
Primary authors
Xinhao Yu
(University of Edinburgh)
A.D. Kennedy
(University of Edinburgh)