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04/26/2021
Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations
We present a framework that allows for the non-asymptotic study of the 2...
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11/09/2020
Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Car...
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09/01/2020
The connections between Lyapunov functions for some optimization algorithms and differential equations
In this manuscript we study the properties of a family of a second order...
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05/04/2020
Is the NUTS algorithm correct?
This paper is devoted to investigate whether the popular No U-turn (NUTS...
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12/06/2019
HMC: avoiding rejections by not using leapfrog and some results on the acceptance rate
We give numerical evidence that the standard leapfrog algorithm may not ...
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12/06/2019
HMC: avoiding rejections by not using leapfrog and an analysis of the acceptance rate
We give numerical evidence that the standard leapfrog algorithm may not ...
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09/22/2019
Contractivity of Runge-Kutta methods for convex gradient systems
We consider the application of Runge-Kutta (RK) methods to gradient syst...
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06/17/2019
