2 papers
stat.CO2026
Compound Auxiliary Metropolis: Incorporating Auxiliary Variables into Multi-Candidate MCMC
Renny Doig, Liangliang Wang
Multiple-try Metropolis (MTM) is a Markov chain Monte Carlo (MCMC) algorithm that improves local transition efficiency by evaluating multiple candidate draws at each iteration. How…
stat.CO2026
A Unified Framework for Multiple-Try Metropolis: Construction and Empirical Benchmarks
Renny Doig, Liangliang Wang
The multiple-try Metropolis (MTM) algorithm uses a compound proposal with multiple candidate draws to improve local sampling efficiency. While several methodological works have con…