From the 1 of 6 linked papers with an AI index.
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Markov Chain Monte Carlo with Diffusion Paths
Han Chen, Sifan Liu, Jun Yang
The paper proposes a new MCMC method that interpolates between a target distribution and a Gaussian using diffusion paths, preserving mode weights and improving mixing, and introdu…
Stereographic Multiple-Try Metropolis
Zhihao Wang, Jun Yang
Multiple-proposal MCMC algorithms have recently gained attention for their potential to improve performance, especially through parallel implementation on modern hardware. We intro…
Sub-Cauchy Sampling: Escaping the Dark Side of the Moon
Sebastiano Grazzi, Sifan Liu, Gareth O. Roberts +1
We introduce a Markov chain Monte Carlo algorithm based on Sub-Cauchy Projection, a geometric transformation that generalizes stereographic projection by mapping Euclidean space in…
Gaussian Approximation and Output Analysis for High-Dimensional MCMC
Ardjen Pengel, Jun Yang, Zhou Zhou
The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the…