Speaker
Xinhao Yu
Description
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.
