no code implementations • 21 Apr 2022 • Natesh S. Pillai
In \cite{pere:16}, Pereyra introduced the proximal MALA algorithm where the gradient of the log target density is replaced by the proximal function (mainly aimed at implementing MALA non-differentiable target densities).
1 code implementation • 9 Aug 2018 • Oren Mangoubi, Natesh S. Pillai, Aaron Smith
In this paper, we investigate a different scaling question: does HMC beat RWM for highly $\textit{multimodal}$ targets?