Accelerate Langevin Sampling with Birth-Death Process and Exploration Component

Understand

Sampling a probability distribution with known likelihood is a fundamental task in computational science and engineering.

• Aiming at multimodality, we propose a new sampling method that takes advantage of both birth-death process and exploration component.
• The main idea of this method is look before you leap.
• We keep two sets of samplers, one at warmer temperature and one at original temperature.