Sampling non-log-concave densities via Hessian-free high-resolution dynamics

Xiaoyu Wang, Yingli Wang, Lingjiong Zhu

We study the problem of sampling from a target distribution $\pi (q)\propto e^{-U(q)}$ on ${\mathbb{R}}^d$, where $U$ can be non-convex, via the Hessian-free high-resolution (HFHR) dyna…