collaborators

1 paper

stat.CO2025

Exploring the generalizability of the optimal 0.234 acceptance rate in random-walk Metropolis and parallel tempering algorithms

Aidan Li, Liyan Wang, Tianye Dou +1

For random-walk Metropolis (RWM) and parallel tempering (PT) algorithms, an asymptotic acceptance rate of around 0.234 is known to be optimal in certain high-dimensional limits. Ho…