2 papers
stat.CO2026
Parallel computations for Metropolis Markov chains with Picard maps
Sebastiano Grazzi, Giacomo Zanella
We develop parallel algorithms for simulating zeroth-order (aka gradient-free) Metropolis Markov chains based on the Picard map. For Random Walk Metropolis Markov chains targeting…
stat.ML2025
Spectral gap of Metropolis-within-Gibbs under log-concavity
Cecilia Secchi, Giacomo Zanella
The Metropolis-within-Gibbs (MwG) algorithm is a widely used Markov Chain Monte Carlo method for sampling from high-dimensional distributions when exact conditional sampling is int…