2 papers
cond-mat.stat-mech2026
Optimal sampling strategies in event-chain Monte Carlo
James Gulliford, Gareth O. Roberts, Michael F. Faulkner
Event-chain Monte Carlo (ECMC) has revolutionised computational sampling over recent years, providing a powerful alternative to the molecular-dynamics (MD) and Hamiltonian Monte Ca…
math.ST2025
Quantifying the Speed-Up from Non-Reversibility in MCMC Tempering Algorithms
Gareth O. Roberts, Jeffrey S. Rosenthal
We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a…