ConceptALD / Anchored Langevin Dynamics

Underdamped Langevin Dynamics

A variant of Langevin dynamics designed for non-smooth sampling scenarios. It handles target distributions that are non-differentiable and heavy-tailed, operating without requiring gradient information of the target density.

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Oct 9

Anchored Langevin Dynamics (ALD) can handle target distributions whose densities are non-differentiable and heavy-tailed.

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Anchored Langevin Dynamics (ALD) can handle target distributions whose densities are non-differentiable and heavy-tailed.

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Source Articles

Non-Reversible Anchored Langevin Dynamics: Accelerating Sampling for Non-Smooth and Heavy-Tailed DistributionsOct 9