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)
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 to sample from a distribution on $\mathbb{R}^d$ whose log-density is smooth, has Lipschitz Hessian in Frobenius norm and satisfies isoperimetry. We bound the gradient complexity to reach $\epsilon$ error in total variation distance from a warm start by $O(d^{1/4} \polylog(1/\epsilon))$ and compare it to the minimax mixing rate of MALA. We discuss the benefit of the leapfrog integrator in HMC with short integration time.
References:
- Minimax Mixing Time of the Metropolis-Adjusted Langevin Algorithm for Log-Concave Sampling, 2021
- When does Metropolized Hamiltonian Monte Carlo provably outperform Metropolis-adjusted Langevin algorithm?, 2023
Joint work with Khashayar Gatmiry (MIT) & Minhui Jiang (ETH Zürich)
Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Vincent Chabridon (EDF R&D), Amélie Fau (LMPS), Filippo Gatti (LMPS), Clément Gauchy (CEA), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Sébastien Petit (LNE), Emmanuel Vazquez (L2S), Xujia Zhu (L2S).
Coordinators: Sidonie Lefebvre (ONERA) & Xujia Zhu (L2S)
Practical details: the seminar will be held online using Microsoft Teams.
If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).
You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.
The technical side of things: you can use Teams either directly from your web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.
