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stat.ME2025
A discomfort-informed adaptive Gibbs sampler for finite mixture models
Davide Fabbrico, Andi Q. Wang, Sebastiano Grazzi +5
Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The infer…
stat.CO2025
Parallel computations for Metropolis Markov chains with Picard maps
Sebastiano Grazzi, Giacomo Zanella
We develop parallel algorithms for simulating zeroth-order (aka gradient-free) Metropolis Markov chains based on the Picard map. For Random Walk Metropolis Markov chains targeting…