2 papers
stat.CO2026
PICKLES: Covariance-Preconditioned Kinetic Langevin Ensemble Sampler
Hong Ye Tan, Stanley Osher, Yifan Chen
We propose a covariance-preconditioned kinetic Langevin ensemble sampler named PICKLES. This is a kinetic analogue of the affine invariant interacting Langevin dynamics (ALDI). PIC…
math.ST2026
Geometric Ergodicity of Affine Invariant Ensemble Langevin and its Discrete Time Variants
Hong Ye Tan, Yifan Chen
Affine-invariant ensemble samplers are widely used in Bayesian applications. However, their quantitative convergence theory, in particular geometric ergodicity, remains a basic ope…