GRiLS is a gradient-free MCMC proposal derived via a Lamperti transform of Riemannian Langevin dynamics, using a Gaussian approximation of the target to enable mode-hopping without gradient evaluations.
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Gradient-free Riemannian Langevin Sampler
GRiLS is a gradient-free MCMC proposal derived via a Lamperti transform of Riemannian Langevin dynamics, using a Gaussian approximation of the target to enable mode-hopping without gradient evaluations.