Beta-Bernoulli Filtering and Linear Feedback Control Based Step-Size Adaptation for HMC and MALA

Simo Särkkä, Christos Merkatas. Beta-Bernoulli Filtering and Linear Feedback Control Based Step-Size Adaptation for HMC and MALA. In 2025 European Control Conference, ECC 2025, Thessaloniki, Greece, June 24-27, 2025. pages 1696-1701, IEEE, 2025. [doi]

Abstract

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