Alexander Falk

Annealed Underdamped Langevin Dynamics

In sampling, different flavours of annealing, tempering, or other successive approximation approaches are widely used and studied. In this work we investigate annealed underdamped Langevin sampling for logconcave distributions of the form $\pi(x) \propto e^{-\Psi(x)}$ for a potential $\Psi:\mathbb{R}^d \rightarrow \mat...