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Convergence Rate of Multiple-try Metropolis Independent sampler
v1v2 (latest)

Convergence Rate of Multiple-try Metropolis Independent sampler

30 November 2021
Xiaodong Yang
Jun S. Liu
ArXiv (abs)PDFHTML

Papers citing "Convergence Rate of Multiple-try Metropolis Independent sampler"

6 / 6 papers shown
Title
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
Zhihao Wang
Jun Yang
53
0
0
18 May 2025
On the fundamental limitations of multiproposal Markov chain Monte Carlo
  algorithms
On the fundamental limitations of multiproposal Markov chain Monte Carlo algorithms
Francesco Pozza
Giacomo Zanella
91
2
0
30 Oct 2024
Importance is Important: A Guide to Informed Importance Tempering
  Methods
Importance is Important: A Guide to Informed Importance Tempering Methods
Guanxun Li
Aaron Smith
Quan Zhou
72
2
0
13 Apr 2023
On Sampling with Approximate Transport Maps
On Sampling with Approximate Transport Maps
Louis Grenioux
Alain Durmus
Eric Moulines
Marylou Gabrié
OT
65
18
0
09 Feb 2023
Rapidly Mixing Multiple-try Metropolis Algorithms for Model Selection
  Problems
Rapidly Mixing Multiple-try Metropolis Algorithms for Model Selection Problems
Hyunwoong Chang
Changwoo J. Lee
Z. Luo
H. Sang
Quan Zhou
54
11
0
01 Jul 2022
Generating MCMC proposals by randomly rotating the regular simplex
Generating MCMC proposals by randomly rotating the regular simplex
Andrew J Holbrook
46
8
0
13 Oct 2021
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