{"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; 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