Publications
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GIST: Gibbs self-tuning for locally adaptive Hamiltonian Monte Carlo, N. Bou-Rabee, B. Carpenter & M. Marsden, April 2024
arXiv:2404.15253 -
Randomized Runge-Kutta-Nyström, N. Bou-Rabee & T. S. Kleppe, 2023
arXiv:2310.07399 -
Nonlinear Hamiltonian Monte Carlo & its Particle Approximation, N. Bou-Rabee & K. Schuh, 2023
arXiv:2308.11491 -
Mixing of Metropolis-Adjusted Markov Chains via Couplings: The High Acceptance Regime, N. Bou-Rabee & S. Oberdörster, 2023
arXiv:2308.04634 -
Unadjusted Hamiltonian MCMC with Stratified Monte Carlo Time Integration, N. Bou-Rabee & M. Marsden, 2022
arXiv:2211.11003 -
Mixing Time Guarantees for Unadjusted Hamiltonian Monte Carlo, N. Bou-Rabee & A. Eberle, 2023
Bernoulli, Volume 29, Issue 1, pages 75-104 -
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models, N. Bou-Rabee & K. Schuh, 2023
Electronic Journal of Probability, Volume 28, pages 1 - 40 -
Couplings for Andersen Dynamics, N. Bou-Rabee & A. Eberle, 2022
Ann. Inst. H. Poincaré Probab. Statist, Vol. 58, No.2, pp. 916-944 -
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions, N. Bou-Rabee & A. Eberle, 2020
Stoch PDE: Anal Comp, Volume 9, pp. 207-242 -
Coupling and Convergence for Hamiltonian Monte Carlo, N. Bou-Rabee, A. Eberle & R. Zimmer, 2020
Ann. Appl. Probab., Volume 30, Number 3, pp. 1209-1250. -
Sticky Brownian Motion and its Numerical Solution, Nawaf Bou-Rabee & Miranda Holmes-Cerfon, 2020
SIAM Review, Vol. 62, No. 1, pp. 164-195. -
Geometric Integrators and the Hamiltonian Monte Carlo Method, N. Bou-Rabee & J. M. Sanz-Serna, 2018
Acta Numerica, Vol. 27, pp. 113-206. -
Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations , N. Bou-Rabee & E. Vanden-Eijnden, 2018
Memoirs of the American Mathematical Society, Volume 256 -
Randomized Hamiltonian Monte Carlo,, N. Bou-Rabee & J. M. Sanz-Serna, 2017
Ann. Appl. Probab. Volume 27, Number 4, pp. 2159-2194