3 papers
math.ST2026
On micromodes in Bayesian posterior distributions and their implications for MCMC
Sanket Agrawal, Sebastiano Grazzi, Gareth O. Roberts
We investigate the existence and severity of local modes in posterior distributions from Bayesian analyses. These are known to occur in posterior tails resulting from heavy-tailed…
stat.CO2025
Transient regime of piecewise deterministic Monte Carlo algorithms
Sanket Agrawal, Joris Bierkens, Kengo Kamatani +1
Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Mar…
stat.CO2025
Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
Sanket Agrawal, Joris Bierkens, Gareth O. Roberts
Piecewise deterministic Markov processes provide scalable methods for sampling from the posterior distributions in big data settings by admitting principled sub-sampling strategies…