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20232026
most citedWeak Poincaré inequality comparisons for ideal and hybrid slice sampling

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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…