Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Metropolis Adjusted Langevin Trajectories: a robust alternative to
  Hamiltonian Monte Carlo   Hamiltonian Monte Carlo (HMC) is a widely used sampler, known for its
efficiency on high dimensional distributions. Yet HMC remains quite sensitive
to the choice of integration time. Randomizing the length of Hamiltonian
trajectories (RHMC) has been suggested to smooth the Auto-Correlation Functions
(ACF), ensuring robustness of tuning. We present the Langevin diffusion as an
alternative to control these ACFs by inducing randomness in Hamiltonian
trajectories through a continuous refreshment of the velocities. We connect and
compare the two processes in terms of quantitative mixing rates for the
2-Wasserstein and $\mathbb{L}_2$ distances. The Langevin diffusion is presented
as a limit of RHMC achieving the fastest mixing rate for strongly log-concave
targets. We introduce a robust alternative to HMC built upon these dynamics,
named Metropolis Adjusted Langevin Trajectories (MALT). Studying the scaling
limit of MALT, we obtain optimal tuning guidelines similar to HMC, and recover
the same scaling with respect to the dimension without additional assumptions.
We illustrate numerically the efficiency of MALT compared to HMC and RHMC.

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The categories of this paper are: cs
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The categories of this paper are: physics
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The categories of this paper are: funct-an
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The categories of this paper are: solv-int
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The categories of this paper are: cmp-lg
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The categories of this paper are: comp-gas
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The categories of this paper are: quant-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-lat
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The categories of this paper are: atom-ph
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The categories of this paper are: econ
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The categories of this paper are: eess
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The categories of this paper are: adap-org
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The categories of this paper are: nlin
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The categories of this paper are: nucl-th
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The categories of this paper are: math-ph