Fisher adaptive MALA #93
Description
Not sure how much people use MALA when we have HMC, but Michalis Titisas has a new gradient-based covariance adaptation scheme at NeurIPS'23. Probably worth considering for the future addition.
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Not sure how much people use MALA when we have HMC, but Michalis Titisas has a new gradient-based covariance adaptation scheme at NeurIPS'23. Probably worth considering for the future addition.