Left top: Wasserstein-2 convergence plot. Left bottom: Autocorrelation function for different lags. Right: Visualization of trajectories produced by ULA and our algorithm, ILA, with different values for the momentum parameter.
If you’re using gradient-based MCMC sampling, this might be for you 🔥
We extend ULA with momentum (inspired by Polyak’s heavy ball algorithm). The result: faster sampling ⚡ with provable ergodicity and bias bounds in Wasserstein-2.
👉 Go to: arxiv.org/abs/2510.06723
#MCMC #Langevin #Sampling #ML
09.10.2025 07:39 — 👍 2 🔁 0 💬 0 📌 0
The Institute for Habsburg and Balkan Studies (IHB) at the Austrian Academy of Sciences (OeAW) is a non-university institution for historical research on the Habsburg Empire and the Balkan region.
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Mathematician interested in data & biology. Max Planck Institute & TU Dresden. Oxford Maths Institute & St John’s College, Oxford. Previously Imperial College London & Umass Amherst.
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AITHYRA is a new dynamic research institute for biomedical AI in Vienna. AITHYRA seeks to build Europe’s premier institute for AI-driven biological and medical research, uniting computer scientists, engineers, and biologists in a collaborative environment.
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EarthScope Consortium supports transformative global geophysical research and education. Operator of the NSF National Geophysical Facility. #NSFfunded
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The German Conference on Pattern Recognition (GCPR) is the annual symposium of the German Association for Pattern Recognition (DAGM). It is the national venue for recent advances in image processing, pattern recognition, and computer vision.