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arXiv stat.ML · Papers

Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

arXiv:2607.12902v1 Announce Type: new Abstract: 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 time