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Antithetic/Control Variates sampling #274

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ParadaCarleton opened this issue Aug 23, 2021 · 0 comments
Open

Antithetic/Control Variates sampling #274

ParadaCarleton opened this issue Aug 23, 2021 · 0 comments

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@ParadaCarleton
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Dropping this paper on autocorrelation-reducing techniques for HMC by sampling with anticorrelated proposals here:
http://proceedings.mlr.press/v108/piponi20a/piponi20a.pdf

Closely related to the QMC suggestion in another issue earlier, but more likely to yield practically useful results with much smaller amounts of work.
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@ParadaCarleton