A Theoretical Comparison of No-U-Turn Sampler Variants: Necessary and Sufficient Convergence Conditions and Mixing Time Analysis under Gaussian Targets
arXiv:2603.18640v3 Announce Type: replace
Abstract: The No-U-Turn Sampler (NUTS) is the computational workhorse of modern Bayesian software libraries, yet its qualitative and quantitative convergence guarantees were established only recently. A signif…