Dimension-free Relaxation Times of Informed MCMC Samplers on Discrete Spaces
Convergence analysis of Markov chain Monte Carlo methods in high-dimensional statistical
applications is increasingly recognized. In this paper, we develop general mixing time …
applications is increasingly recognized. In this paper, we develop general mixing time …
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
RM Neal, JS Rosenthal - arXiv preprint arXiv:2305.18268, 2023 - arxiv.org
We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC)
methods with respect to the asymptotic variance of estimates of expectations of functions of …
methods with respect to the asymptotic variance of estimates of expectations of functions of …
[PDF][PDF] Multiple-try MCMC without Rejection
Q Zhou - zhouquan34.github.io
MTM is essentially a Metropolis-Hastings algorithm with a complicated proposal scheme.
Instead of simply proposing one state from Q (x,·), MTM proposes multiple candidate moves …
Instead of simply proposing one state from Q (x,·), MTM proposes multiple candidate moves …