Web: http://arxiv.org/abs/2209.07438

Sept. 16, 2022, 1:13 a.m. | Qijia Jiang

stat.ML updates on arXiv.org arxiv.org

We report on what seems to be an intriguing connection between variable
integration time and partial velocity refreshment of Ideal Hamiltonian Monte
Carlo samplers, both of which can be used for reducing the dissipative behavior
of the dynamics. More concretely, we show that on quadratic potentials,
efficiency can be improved through these means by a $\sqrt{\kappa}$ factor in
Wasserstein-2 distance, compared to classical constant integration time, fully
refreshed HMC.

arxiv hamiltonian monte carlo

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