SA-PAL combines adaptive timesteps and position-dependent friction in Langevin dynamics, reporting 1.5-3x faster mixing on Rosenbrock and Mueller-Brown potentials plus order-of-magnitude efficiency gains on other test problems.
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Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.
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Accelerated sampling using SamAdams variable timesteps and position-adaptive Langevin dynamics
SA-PAL combines adaptive timesteps and position-dependent friction in Langevin dynamics, reporting 1.5-3x faster mixing on Rosenbrock and Mueller-Brown potentials plus order-of-magnitude efficiency gains on other test problems.
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Convergence and non-asymptotic error analysis for kinetic Langevin samplers using the exact harmonic Langevin integrator
Novel splitting scheme for kinetic Langevin sampling with exact harmonic integrator yields L2-Wasserstein convergence rates matching continuous dynamics and non-asymptotic error bounds for strongly log-concave targets.