3 papers
stat.CO2026
A categorical account of the Metropolis-Hastings algorithm
Rob Cornish, Andi Q. Wang
Metropolis-Hastings (MH) is a foundational Markov chain Monte Carlo (MCMC) algorithm. In this paper, we ask whether it is possible to formulate and analyse MH in terms of categoric…
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…
math.PR2024
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities
Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang +1
We study the long-time behavior of the underdamped Langevin dynamics, in the case of so-called \emph{weak confinement}. Indeed, any distribution (in position an…