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Alexander Falk

@alfa98.bsky.social

PhD Candidate/University Assistant @ Graz University of Technology

24 Followers  |  447 Following  |  1 Posts  |  Joined: 20.11.2024  |  1.2561

Latest posts by alfa98.bsky.social on Bluesky


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.

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

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