Research map / Probabilistic and scientific modeling / Variational and generative sampling
Contour Monte Carlo: Sampling via Energy Level Sets
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Proposes Contour Monte Carlo, a sampler that works on energy level sets of the target distribution, motivated by slow convergence of NUTS on ill-conditioned, heavy-tailed, or near-degenerate targets.
Problem
MCMC samplers such as the NUTS implementations in Stan and Turing.jl converge slowly on ill-conditioned, heavy-tailed, or near-degenerate target distributions.
Approach
Samples from the target by exploiting its energy level sets (contours), rather than standard gradient-based trajectories over the full state space; details beyond the abstract are not stated.
Experimental setup
Baselines: NUTS (Stan) NUTS (Turing.jl)
Builds on: NUTS
Closest papers by meaning
- On the Anatomy of MCMC-Based Maximum Likelihood Learning of Energy-Based Models (AAAI 2020 · similarity 0.88)
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