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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Gradient-based Adaptive Markov Chain Monte Carlo

NeurIPS 2019 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
adapt a full-covariance MALA proposal using the fast gradient approximationMALA · Neal's GaussianMin ESS/s: 51.28 (1.64) -> 161.70 (15.07)Helped
adapt a full-covariance MALA proposal using the fast gradient approximationMALA · CaravanMin ESS/s: 5.29 (0.38) -> 9.94 (2.64)Helped
use exact Hessian gradients instead of stopping the gradient through the proposal-state gradient (ablation)gadMALAf · Neal's GaussianMin ESS/s: 161.70 (15.07) -> 92.34 (7.11)Hurt
use exact Hessian gradients instead of stopping the gradient through the proposal-state gradient (ablation)gadMALAf · CaravanMin ESS/s: 9.94 (2.64) -> 0.70 (0.16)Hurt

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