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Hamiltonian MCMC for Nonlinear Probability Measures
Together with Katharina Schuh (TU Wien), released a preprint on a nonlinear generalization of Hamiltonian Monte Carlo for sampling from nonlinear probability measures of mean-field type.
Coupling Framework for Metropolis-Adjusted Kernels
Together with Stefan Oberdörster (Bonn), released a preprint presenting a new tool for total variation mixing time analysis of Metropolis-adjusted Markov kernels via couplings without restrictive assumptions on either the … Read More
Randomized Time Integrator for Hamiltonian MCMC
Together with Milo Marsden (Stanford), released a preprint that constructs a randomized time integrator for Hamiltonian MCMC and analyzes the L^2-Wasserstein contractivity and asymptotic bias of the corresponding unadjusted Hamiltonian … Read More