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Adjusted MCLMC #675
Adjusted MCLMC #675
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I think this is ready to review again @junpenglao EDIT: actually, let me first update the tuning algorithm. |
@junpenglao Now ready to review! I will extend the sampling book's MCLMC section with the adjusted option shortly. |
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Minor nits only.
Co-authored-by: Junpeng Lao <[email protected]>
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Thank you!
A change is also made to$L$ . This is convenient since the user may or not want partial refreshment (in the unadjusted case, we find that it is always beneficial, but don't know yet in the adjusted case)
partially_refresh_momentum
, which allows (adjusted) MCHMC to be the limit of MCLMC with infiniteAddresses #676.
Checklist:
main
commit;pre-commit
is installed and configured on your machine, and you ran it before opening the PR;