Author

Andre Wibisono

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Jul 2026

Accelerated Mixing Time of Randomized Hamiltonian Monte Carlo

The Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions and relies on a bound on the average KL divergence along Hamiltonian dynamics.

Siddharth Mitra, Vishwak Srinivasan, Xiuyuan Wang et al. · arXiv.org · 1 citation