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Non-Uniform Random Scans in Gibbs Sampling and CAVI
Sam Power
Gibbs sampling and coordinate ascent variational inference (CAVI) are two basic coordinate-wise methods for statistical computation. Recent analyses under strong log-concavity esta…
A Uniformly Efficient Rejection Sampler for the Multivariate Expectile-Based Distribution
Sam Power
The multivariate expectile-based distribution is a `spiked' perturbation of a multivariate Gaussian distribution, proposed by Arbel et al. in 2023. The rejection sampler proposed f…
Uniform efficiency of the Ulrich-Wood sampler for the von Mises-Fisher distribution
Sam Power
The standard approach to stochastic simulation from the von Mises-Fisher distribution is a rejection sampler proposed by Ulrich and Wood. This note provides a theoretical justifica…
A Complexity Bound for the Kent-Ganeiber-Mardia Sampler for the Bingham Distribution
Sam Power
The Bingham distribution is a family of antipodally symmetric distributions on the unit sphere, characterised by an exponential-of-quadratic change of measure with respect to the u…
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…
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…
Towards practical PDMP sampling: Metropolis adjustments, locally adaptive step-sizes, and NUTS-based time lengths
Augustin Chevallier, Sam Power, Matthew Sutton
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered b…
Weak Poincaré inequality comparisons for ideal and hybrid slice sampling
Sam Power, Daniel Rudolf, Björn Sprungk +1
Using the framework of weak Poincaré inequalities, we provide a general comparison between Hybrid and Ideal Slice Sampling in terms of their corresponding Dirichlet forms. In parti…