Work

HMC, an Algorithms in Data Mining, the Functional Analysis approach

Year: 2021

Type: preprint

Abstract: The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of the Dynamical Systems, where the evolving objects are densities of probability distributions and the tool are derived from the Functional Analysis.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2102.02691

Authors: Ghosh, Soumyadip, Lu, Yingdong, Nowicki, Tomasz

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W3127049723

Cites: 1

Cited by: 1

Related to: 10