Sampling Algorithms via the Langevin Dynamics

This repository contains implementations of the following sampling algorithms based on the Langevin Dynamics.

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• Unadjusted Langevin Algorithm (ULA)
• Metropolis Adjusted Langevin Algorithm (MALA)
• Hamiltonian Monte Carlo (HMC)
• Stochastic Gradient Hamiltonian Monte Carlo (SGHMC)
• Stochastic Gradient Langevin Dynamics (SGLD)
• Tempered Langevin Dynamics
• Stein Variational Gradient Descent (SVGD)