3 papers
math.ST2026
Sampling with collective variables: Relative error analysis for umbrella sampling under general conditions
Holden Lee, Matheau Santana-Gijzen, Jonathan Weare
We consider the problem of estimating the expectation of a function (observable) with respect to a high-dimensional probability distribution, under the assumption that a low-dimens…
stat.ML2025
Sampling from multimodal distributions with warm starts: Non-asymptotic bounds for the Reweighted Annealed Leap-Point Sampler
Holden Lee, Matheau Santana-Gijzen
Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even…
math.ST2024
Convergence Bounds for Sequential Monte Carlo on Multimodal Distributions using Soft Decomposition
Holden Lee, Matheau Santana-Gijzen
We prove bounds on the variance of a function under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending…