Research map / Learning theory and algorithms / Sample complexity
Accelerating Hamiltonian Monte Carlo via Chebyshev Integration Time
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace constant integration time with Chebyshev integration time | Ideal HMC · Gaussian, covariance diag(1, 100) | Mean ESS: $7692.00382 \pm 207.19628$ -> $10399.00811 \pm 347.25021$ | Helped |
| Permute the Chebyshev integration times (ablation) | Ideal HMC · Gaussian, covariance diag(1, 100) | Mean ESS: $10197.09964 \pm 276.94894$ -> $10399.00811 \pm 347.25021$ | Helped |
| Replace constant integration time with Chebyshev integration time | HMC · Gaussian | Mean ESS: $1852.79 \pm 132.95$ -> $4948.46 \pm 144.03$ | Helped |
| Replace constant integration time with Chebyshev integration time | HMC · Mixture of two Gaussians | Mean ESS: $632.70 \pm 22.78$ -> $2064.42 \pm 67.44$ | Helped |
| Replace constant integration time with Chebyshev integration time | Bayesian logistic regression HMC · Heart | Mean ESS: $242.44 \pm 14.61$ -> $1424.21 \pm 54.03$ | Helped |
| Replace constant integration time with Chebyshev integration time | Bayesian logistic regression HMC · Breast Cancer | Mean ESS: $99.48 \pm 10.10$ -> $886.24 \pm 38.92$ | Helped |
| Replace constant integration time with Chebyshev integration time | Bayesian logistic regression HMC · Diabetes | Mean ESS: $57.11 \pm 9.52$ -> $546.80 \pm 37.40$ | Helped |
| Replace constant integration time with Chebyshev integration time | HMC · Hard distribution $f_{0.05}$ | Mean ESS: $2796.41 \pm 56.89$ -> $6457.21 \pm 110.05$ | Helped |
Closest papers by meaning
- On the Convergence of Hamiltonian Monte Carlo with Stochastic Gradients (ICML 2021 · similarity 0.89)
- Stochastic Variance-Reduced Hamilton Monte Carlo Methods (ICML 2018 · similarity 0.89)
- Entropy-based adaptive Hamiltonian Monte Carlo (NeurIPS 2021 · similarity 0.88)
- Hamiltonian Descent Algorithms for Optimization: Accelerated Rates via Randomized Integration Time (NeurIPS 2025 · similarity 0.87)
- Practical Hamiltonian Monte Carlo on Riemannian Manifolds via Relativity Theory (ICML 2024 · similarity 0.85)
- Metropolis Adjusted Microcanonical Hamiltonian Monte Carlo (NeurIPS 2025 · similarity 0.85)
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