{"id":452,"date":"2022-11-22T10:30:05","date_gmt":"2022-11-22T10:30:05","guid":{"rendered":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/?p=452"},"modified":"2023-08-10T12:00:27","modified_gmt":"2023-08-10T12:00:27","slug":"preprint-on-randomized-time-integrator-for-hamiltonian-mcmc","status":"publish","type":"post","link":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/","title":{"rendered":"Randomized Time Integrator for Hamiltonian MCMC"},"content":{"rendered":"<p>Together with Milo Marsden (Stanford), released a <a href=\"https:\/\/arxiv.org\/pdf\/2211.11003.pdf\">preprint<\/a> that constructs a randomized time integrator for Hamiltonian MCMC and analyzes the L^2-Wasserstein contractivity and asymptotic bias of the corresponding unadjusted Hamiltonian Monte Carlo algorithm.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>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 &hellip; <a href=\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\" class=\"\">Read More<\/a><\/p>\n","protected":false},"author":2614,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-452","post","type-post","status-publish","format-standard","hentry","category-preprints"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v23.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee\" \/>\n<meta property=\"og:description\" content=\"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 &hellip; Read More\" \/>\n<meta property=\"og:url\" content=\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\" \/>\n<meta property=\"og:site_name\" content=\"Nawaf Bou-Rabee\" \/>\n<meta property=\"article:published_time\" content=\"2022-11-22T10:30:05+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2023-08-10T12:00:27+00:00\" \/>\n<meta name=\"author\" content=\"Nawaf Bou-Rabee\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"Nawaf Bou-Rabee\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\",\"url\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\",\"name\":\"Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee\",\"isPartOf\":{\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#website\"},\"datePublished\":\"2022-11-22T10:30:05+00:00\",\"dateModified\":\"2023-08-10T12:00:27+00:00\",\"author\":{\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/f9a7363ddc14a33eef77b520728dbde0\"},\"breadcrumb\":{\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/#breadcrumb\"},\"inLanguage\":\"en-US\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/\"]}]},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"Randomized Time Integrator for Hamiltonian MCMC\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#website\",\"url\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/\",\"name\":\"Nawaf Bou-Rabee\",\"description\":\"\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"en-US\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/f9a7363ddc14a33eef77b520728dbde0\",\"name\":\"Nawaf Bou-Rabee\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"en-US\",\"@id\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/secure.gravatar.com\/avatar\/f3f33e8b5e6e2430997aea3dfec1a454?s=96&d=mm&r=g\",\"contentUrl\":\"https:\/\/secure.gravatar.com\/avatar\/f3f33e8b5e6e2430997aea3dfec1a454?s=96&d=mm&r=g\",\"caption\":\"Nawaf Bou-Rabee\"},\"description\":\"Nawaf Bou-Rabee is a Professor of Mathematics at Rutgers University\u2013Camden, a Visiting Scholar at the Flatiron Institute, and an Adjunct Professor of Statistics and Data Science at the Wharton School, University of Pennsylvania. He works on Markov chain Monte Carlo, Bayesian computation, and the numerical analysis of stochastic differential equations, developing locally adaptive samplers such as WALNUTS, NURS, and GIST together with rigorous mixing-time and coupling theory.\",\"sameAs\":[\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/\",\"https:\/\/www.linkedin.com\/in\/nawaf-bou-rabee-559225310\"],\"url\":\"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/author\/nb361\/\"}]}<\/script>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/","og_locale":"en_US","og_type":"article","og_title":"Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee","og_description":"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 &hellip; Read More","og_url":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/","og_site_name":"Nawaf Bou-Rabee","article_published_time":"2022-11-22T10:30:05+00:00","article_modified_time":"2023-08-10T12:00:27+00:00","author":"Nawaf Bou-Rabee","twitter_card":"summary_large_image","twitter_misc":{"Written by":"Nawaf Bou-Rabee"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/","url":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/","name":"Randomized Time Integrator for Hamiltonian MCMC - Nawaf Bou-Rabee","isPartOf":{"@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#website"},"datePublished":"2022-11-22T10:30:05+00:00","dateModified":"2023-08-10T12:00:27+00:00","author":{"@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/f9a7363ddc14a33eef77b520728dbde0"},"breadcrumb":{"@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/preprint-on-randomized-time-integrator-for-hamiltonian-mcmc\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/"},{"@type":"ListItem","position":2,"name":"Randomized Time Integrator for Hamiltonian MCMC"}]},{"@type":"WebSite","@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#website","url":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/","name":"Nawaf Bou-Rabee","description":"","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"},{"@type":"Person","@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/f9a7363ddc14a33eef77b520728dbde0","name":"Nawaf Bou-Rabee","image":{"@type":"ImageObject","inLanguage":"en-US","@id":"https:\/\/sites.rutgers.edu\/nawaf-bou-rabee\/#\/schema\/person\/image\/","url":"https:\/\/secure.gravatar.com\/avatar\/f3f33e8b5e6e2430997aea3dfec1a454?s=96&d=mm&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/f3f33e8b5e6e2430997aea3dfec1a454?s=96&d=mm&r=g","caption":"Nawaf Bou-Rabee"},"description":"Nawaf Bou-Rabee is a Professor of Mathematics at Rutgers University\u2013Camden, a Visiting Scholar at the Flatiron Institute, and an Adjunct Professor of Statistics and Data Science at the Wharton School, University of Pennsylvania. 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