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math.ST2026
Hamiltonian dynamics for sampling on discrete spaces
Raphaël Barboni, Sebastiano Grazzi, Giacomo Zanella
We develop a general class of non-reversible Hamiltonian Monte Carlo dynamics on discrete state spaces. The method augments the discrete state with a continuous momentum variable a…
math.ST2026
On micromodes in Bayesian posterior distributions and their implications for MCMC
Sanket Agrawal, Sebastiano Grazzi, Gareth O. Roberts
We investigate the existence and severity of local modes in posterior distributions from Bayesian analyses. These are known to occur in posterior tails resulting from heavy-tailed…