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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…
Robustness of random-walk Metropolis for steep potentials
Sam Power
In Markov chain Monte Carlo sampling, light-tailed target distributions present something of a poisoned chalice: their light tails offer good confinement, and tend to imply good mi…
The sharp one-dimensional convex sub-Gaussian comparison constant
Damek Davis, Sam Power
Let be an integrable real random variable with mean zero and two-sided sub-Gaussian tail for all . We determine the smallest consta…