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stat.CO2025
Some aspects of robustness in modern Markov Chain Monte Carlo
Sam Power, Giorgos Vasdekis
Markov Chain Monte Carlo (MCMC) is a flexible approach to approximate sampling from intractable probability distributions, with a rich theoretical foundation and comprising a wealt…
stat.CO2025
Analysis of Multiple-try Metropolis via Poincaré inequalities
Rocco Caprio, Sam Power, Andi Q. Wang
We study the Multiple-try Metropolis algorithm using the framework of Poincaré inequalities. We describe the Multiple-try Metropolis as an auxiliary variable implementation of a re…