K. Balasubramanian

A Profile-Separation Framework for Quantitative Convergence of No-U-Turn Samplers

We study multinomial and biased-progressive No-U-Turn Samplers for strongly log-concave targets satisfying $mI_d\preceq \nabla^2U(x)\preceq LI_d,$ and $\|\nabla^2U(x)-\nabla^2U(y)\|_{\mathrm F}\le \gamma L^{3/2}\|x-y\|$ with \(\kappa\coloneqq L/m\). We introduce profile separation, a sufficient sign condition on the st...