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UQSay #95 — Yuansi Chen — When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?

The ninety-fifth UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, February 12, 2026. 2–3 PM — Yuansi Chen (ETH Zürich) — [slides] When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm? We analyze the mixing time of Metropolized Hamiltonian Monte Carlo (HMC) with the leapfrog integrator […]

12/02/2026