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math.PR2023
Perturbation Analysis of Markov Chain Monte Carlo for Graphical Models
Na Lin, Yuanyuan Liu, Aaron Smith
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributio…
stat.CO2023
Importance is Important: Generalized Markov Chain Importance Sampling Methods
Guanxun Li, Aaron Smith, Quan Zhou
We show that for any multiple-try Metropolis algorithm, one can always accept the proposal and evaluate the importance weight that is needed to correct for the bias without extra c…