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Red-Portal t1_iujl4c3 wrote on October 31, 2022 at 8:35 PM

Reply to comment by maizeq in [D] Diffusion vs MCMC as sampling algorithms by ZeronixSama

>It also scales better with higher dimensionality.

I believe this is not true. I am not aware of results that show ULA is faster than MALA. In fact, I believe it's the complete opposite. This paper shows that MALA is much faster than ULA. Did the state of knowledge change recently?