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

Contour Monte Carlo: Sampling via Energy Level Sets

NeurIPS 2026 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC

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AI-extracted summary. Written by AI from the paper's abstract only. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

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

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