3 papers
math.ST2026
Error bounds for simultaneous Wasserstein contractive adaptive increasingly rare MCMC
Julian Hofstadler, Daniel Rudolf
We investigate adaptive increasingly rare Markov chain Monte Carlo algorithms and the associated time-average estimator for approximating expectations. Under a simultaneous Wassers…
math.NA2025
Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
Julian Hofstadler, Krzysztof Latuszynski, Gareth O. Roberts +1
We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and les…
stat.CO2025
Geodesic slice sampling on Riemannian manifolds
Alain Durmus, Samuel Gruffaz, Mareike Hasenpflug +1
We propose a theoretically justified and practically applicable slice sampling based Markov chain Monte Carlo (MCMC) method for approximate sampling from probability measures on Ri…