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Creators/Authors contains: "Eberle, Andreas"

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  1. ; ( , Bernoulli)
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  2. ; ( , Annales de l'Institut Henri Poincaré, Probabilités et Statistiques)
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  3. ; ( , Stochastics and Partial Differential Equations: Analysis and Computations)
    We derive non-asymptotic quantitative bounds for convergence to equilibrium of the exact preconditioned Hamiltonian Monte Carlo algorithm (pHMC) on a Hilbert space. As a consequence, explicit and dimension-free bounds for pHMC applied to high-dimensional distributions arising in transition path sampling and path integral molecular dynamics are given. Global convexity of the underlying potential energies is not required. Our results are based on a two-scale coupling which is contractive in a carefully designed distance. 
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