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stat.ME2024
Parallel Affine Transformation Tuning of Markov Chain Monte Carlo
Philip Schär, Michael Habeck, Daniel Rudolf
The performance of Markov chain Monte Carlo samplers strongly depends on the properties of the target distribution such as its covariance structure, the location of its probability…
stat.ME2024
Perturbations of Markov Chains
Daniel Rudolf, Aaron Smith, Matias Quiroz
This chapter surveys progress on three related topics in perturbations of Markov chains: the motivating question of when and how "perturbed" MCMC chains are developed, the theoreti…