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math.NA2026
Accelerated sampling using SamAdams variable timesteps and position-adaptive Langevin dynamics
Benedict Leimkuhler, Peter A. Whalley
We introduce an accelerated Langevin-based sampling method that is based on two complementary devices: \emph{SamAdams} adaptive timestepping, which automatically shrinks the effect…
math.NA2025
Random Reshuffling for Stochastic Gradient Langevin Dynamics
Luke Shaw, Peter A. Whalley
We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular…