Speaker
Xinhao Yu
(University of Edinburgh)
Description
On the geometric convergence of HMC on Riemannian manifolds.
In this presentation we apply Harris' ergodic theorem on Markov chains to prove
the geometric convergence of Hamiltonian Monte Carlo: first on compact
Riemannian manifolds, and secondly on a large class of non-compact Riemannian
manifolds by introducing an extra Metropolis step in the radial direction. We
shall use $\phi^4$ theory as an explicit example of the latter case.
Primary authors
Xinhao Yu
(University of Edinburgh)
Prof.
Anthony Kennedy
(University of Edinburgh)
