Approaches to estimating local and global covariance and reparameterizing

Developers
1

There’s been a lot of off-Discourse discussion of this paper, which was first brought up a while ago in this topic:

There’s another paper on adapting the geometry that I’d like to add to the discussion:

There are bound to be more of these, which is why I wanted to open a thread to collect them. There are lots of references in the Leimkuhler et al. paper.

2

Dear Bob,

Here is another one, somewhat of the same flavour as DRHMC, but based on importance sampling/Laplace approximations, fresh on arXiv today. The main takeaway is that only crude “approximations to the Laplace approximation” seem to be sufficient/optimal.

-Tore