Miguel Biron-Lattes, Nikola Surjanovic, Saifuddin Syed, Trevor Campbell, Alexandre Bouchard-Côté. autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm. In Sanjoy Dasgupta, Stephan Mandt, Yingzhen Li, editors, International Conference on Artificial Intelligence and Statistics, 2-4 May 2024, Palau de Congressos, Valencia, Spain. Volume 238 of Proceedings of Machine Learning Research, pages 4600-4608, PMLR, 2024. [doi]
Abstract is missing.