3 papers
stat.CO2026
A Non-asymptotic Analysis for Learning and Applying a Preconditioner in MCMC
Max Hird, Florian Maire, Jeffrey Negrea
Preconditioning is a common method applied to modify Markov chain Monte Carlo algorithms with the goal of making them more efficient. In practice it is often extremely effective, e…
math.PR2025
Improving the convergence of Markov chains via permutations and projections
Michael C. H. Choi, Max Hird, Youjia Wang
This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Ma…
stat.CO2024
The occlusion process: improving sampler performance with parallel computation and variational approximation
Max Hird, Florian Maire
Autocorrelations in MCMC chains increase the variance of the estimators they produce. We propose the occlusion process to mitigate this problem. It is a process that sits upon an e…