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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…
stat.CO2024
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…