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stat.ML2026
Counterdiabatic Hamiltonian Monte Carlo
Reuben Cohn-Gordon, Uroš Seljak, Dries Sels
Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multim…
stat.ML2025
Machine-Learned Sampling of Conditioned Path Measures
Qijia Jiang, Reuben Cohn-Gordon
We propose algorithms for sampling from posterior path measures under a general prior process. This leverages ideas from (1) controlled equilibrium dyn…