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math.ST2025
On Accelerated Mixing of the No-U-turn Sampler
Stefan Oberdörster
Recent progress on the theory of variational hypocoercivity established that Randomized Hamiltonian Monte Carlo -- at criticality -- can achieve pronounced acceleration in its conv…
math.ST2025
The No-Underrun Sampler: A Locally-Adaptive, Gradient-Free MCMC Method
Nawaf Bou-Rabee, Bob Carpenter, Sifan Liu +1
In this work, we introduce the No-Underrun Sampler (NURS), a locally-adaptive, gradient-free Markov chain Monte Carlo method that blends ideas from Hit-and-Run and the No-U-Turn Sa…