Accelerated sampling using SamAdams variable timesteps and position-adaptive Langevin dynamics
We introduce an accelerated Langevin-based sampling method that is based on two complementary devices: \emph{SamAdams} adaptive timestepping, which automatically shrinks the effective integration step in stiff regions of phase space using a relaxed stiffness monitor, and \emph{position-adaptive Langevin} (PAL) dynamics, which concentrates friction along the local force direction while preserving the canonical distribution as the exact invariant measure. The resulting combined scheme (SA-PAL) is implemented in a palindromic integrator which requires only one force evaluation per iteration through suitable organisation of the integration steps and by exploiting the rank-one-plus-scalar stru...
| Authors | Benedict Leimkuhler, Peter A. Whalley |
|---|---|
| Primary category | math.NA |
| Published | 25 June 2026 |
| Last updated at source | 25 June 2026 |
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