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math.ST2026
Mixing Time Bounds for the Gibbs Sampler under Isoperimetry
Alexander Goyal, George Deligiannidis, Nikolas Kantas
We establish bounds on the conductance for the systematic-scan and random-scan Gibbs samplers when the target distribution satisfies a Poincaré or log-Sobolev inequality and posse…
math.ST2026
Efficient Online Learning in Interacting Particle Systems
Louis Sharrock, Nikolas Kantas, Grigorios A. Pavliotis
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system…