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A Langevin sampling algorithm inspired by the Adam optimizer

stat.CO · 2025-04-26 · conditional · novelty 6.0

SamAdams, an adaptive-stepsize Langevin sampler with an auxiliary moving-average control variable, achieves larger stable steps and better accuracy than fixed-step BAOAB on several benchmark and neural-network posterior sampling problems.

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  • A Langevin sampling algorithm inspired by the Adam optimizer stat.CO · 2025-04-26 · conditional · none · ref 62

    SamAdams, an adaptive-stepsize Langevin sampler with an auxiliary moving-average control variable, achieves larger stable steps and better accuracy than fixed-step BAOAB on several benchmark and neural-network posterior sampling problems.