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stat.CO2024
High-accuracy sampling from constrained spaces with the Metropolis-adjusted Preconditioned Langevin Algorithm
Vishwak Srinivasan, Andre Wibisono, Ashia Wilson
In this work, we propose a first-order sampling method called the Metropolis-adjusted Preconditioned Langevin Algorithm for approximate sampling from a target distribution whose su…
stat.CO2023
Fast sampling from constrained spaces using the Metropolis-adjusted Mirror Langevin algorithm
Vishwak Srinivasan, Andre Wibisono, Ashia Wilson
We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorit…