Tag: divergences

Tail-Sensitive KL and R’enyi Convergence of Unadjusted Hamiltonian Monte Carlo via One-Shot Couplings arXiv:2601.09019v1 Announce Type: new Abstract: Hamiltonian Monte Carlo (HMC) algorithms are among the most widely used sampling methods in high dimensional settings, yet their convergence properties are poorly understood in divergences that quantify relative density mismatch, such as Kullback-Leibler (KL) and R’enyi…