Volume 466 - The 41st International Symposium on Lattice Field Theory (LATTICE2024) - Algorithms and Artificial Intelligence
On the geometric convergence of HMC on Riemannian manifolds
A.D. Kennedy and X. Yu*
*: corresponding author
Full text: pdf
Pre-published on: February 17, 2025
Published on: —
Abstract
We show HMC is convergent in at least a geometric speed on any compact complete Riemannian
manifold as state space; If otherwise the state space is non-compact and the potential diverges,
HMCwithanextra Metropolis step along the Radial direction also converges geometrically. This
work provides general results on conditions satisfied by component steps hence may be extended
to convergence of other algorithms.
DOI: https://doi.org/10.22323/1.466.0064
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