Repository navigation

Self-tuning sampler: AdaptiveMALA (dual-averaging warmup + diagonal metric) - #51

Merged

davidkhjo merged 3 commits into

mainfrom

adaptive-samplers

Aug 20, 2026

Merged

Self-tuning sampler: AdaptiveMALA (dual-averaging warmup + diagonal metric)#51
davidkhjo merged 3 commits into
mainfrom
adaptive-samplers

Commits on Aug 20, 2026
- Add AdaptiveMALA: dual-averaging step-size warmup + diagonal metric
  
  davidkhjo
  and
  claude
  committed
  f122ea6
- Test AdaptiveMALA: acceptance→0.574, covariance + metric recovery
  
  davidkhjo
  and
  claude
  committed
  d8f302e
- Add adaptive_mala example + document AdaptiveMALA
  
  davidkhjo
  and
  claude
  committed
  0692656