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A localized consensus-based sampling algorithm

math.NA · 2025-05-30 · conditional · novelty 6.0

Localized consensus-based sampling approximates a proximal operator with a weighted mean, yielding an affine-invariant sampler that is exact for Gaussian targets and robust on multimodal targets in experiments.

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  • A localized consensus-based sampling algorithm math.NA · 2025-05-30 · conditional · none · ref 8

    Localized consensus-based sampling approximates a proximal operator with a weighted mean, yielding an affine-invariant sampler that is exact for Gaussian targets and robust on multimodal targets in experiments.