arXiv Machine Learning By Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang, Andre Wibisono

Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

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arXiv:2607. 12902v1 Announce Type: cross Abstract: We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions.

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Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by repeatedly simulating the continuous-time Hamiltonian dynamics for some random integration times, and resetting the velocity to be an independent Gaussian random variable between each simulation.

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