We consider a family of unadjusted HMC samplers, which includes standard position HMC samplers and discretizations of the underdamped Langevin process. A detailed analysis and optimization of the parameters is conducted in the Gaussian case. Then, a stochastic gradient version of the samplers is considered, for which dimension-free convergence rates are established for log-concave smooth targets, gathering in a unified framework previous results on both processes. Both results indicate that partial refreshments of the velocity are more efficient than standard full refreshments.
翻译:我们考虑的是一组未经调整的HMC采样器,其中包括标准位置HMC采样器和未充分标注的Langevin过程的离散性。对参数进行详细分析和优化是在Gaussian案中进行的。然后考虑的是抽样器的随机梯度版本,为此,为日志凝固的平稳目标制定了无维趋同率,在统一的框架内收集了两个过程以前的结果。两个结果都表明,部分速度的补丁比标准整份食品更有效率。