A two-system paradigm unifies disparate Monte Carlo approaches by having two particle subsystems interact symmetrically, yielding new overdamped and underdamped Langevin samplers that show higher ESS per gradient and wall-clock throughput than NUTS baselines.
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Divide, Interact, Sample: The Two-System Paradigm
A two-system paradigm unifies disparate Monte Carlo approaches by having two particle subsystems interact symmetrically, yielding new overdamped and underdamped Langevin samplers that show higher ESS per gradient and wall-clock throughput than NUTS baselines.