2 papers
stat.ML2025
Accelerated Parallel Tempering via Neural Transports
Leo Zhang, Peter Potaptchik, Jiajun He +5
Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeti…
stat.CO2020
Waste-free Sequential Monte Carlo
Hai-Dang Dau, Nicolas Chopin
A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be pe…