2024
Improving Gradient-Guided Nested Sampling for Posterior Inference
Pablo Lemos, Nikolay Malkin, Will Handley, Yoshua Bengio, Yashar Hezaveh, Laurence Perreault-Levasseur
ICML 2024poster
We present a performant, general-purpose gradient-guided nested sampling (GGNS) algorithm, combining the state of the art in differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested sampling, and parallelization. This unique combination allows GGNS to scale…