English
Related papers

Related papers: Variance bounding of delayed-acceptance kernels

200 papers

Motivated by Bayesian inference with highly informative data we analyze the performance of random walk-like Metropolis-Hastings algorithms for approximate sampling of increasingly concentrating target distributions. We focus on Gaussian…

Computation · Statistics 2022-02-25 Daniel Rudolf , Björn Sprungk

We propose a new class of learning algorithms that combines variational approximation and Markov chain Monte Carlo (MCMC) simulation. Naive algorithms that use the variational approximation as proposal distribution can perform poorly…

Machine Learning · Computer Science 2013-01-14 Nando de Freitas , Pedro Hojen-Sorensen , Michael I. Jordan , Stuart Russell

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

Methodology · Statistics 2026-03-10 Estevão Prado , Christopher Nemeth , Chris Sherlock

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

A large class of spatial models contains intractable normalizing functions, such as spatial lattice models, interaction spatial point processes, and social network models. Bayesian inference for such models is challenging since the…

Methodology · Statistics 2026-01-05 Jong Hyeon Lee , Jongmin Kim , Heesang Lee , Jaewoo Park

To avoid poor empirical performance in Metropolis-Hastings and other accept-reject-based algorithms practitioners often tune them by trial and error. Lower bounds on the convergence rate are developed in both total variation and Wasserstein…

Statistics Theory · Mathematics 2024-07-04 Austin Brown , Galin L. Jones

This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…

Optimization and Control · Mathematics 2015-03-19 Mickaël Binois , David Ginsbourger , Olivier Roustant

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

Computation · Statistics 2021-01-05 Anirban Mondal , Kai Yin , Abhijit Mandal

The performance of Metropolis-Hastings algorithms is highly sensitive to the choice of step size, and miss-specification can lead to severe loss of efficiency. We study algorithms with randomized step sizes, considering both…

Computation · Statistics 2026-01-28 Sebastiano Grazzi , Samuel Livingstone , Lionel Riou-Durand

Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…

Computation · Statistics 2021-01-06 Christophe Andrieu , Sinan Yıldırım , Arnaud Doucet , Nicolas Chopin

We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Computation · Statistics 2008-01-15 P. Giordani , R. Kohn

In this paper we study Markov chains associated with the Metropolis-Hastings algorithm. We consider conditions under which the sequence of the successive densities of such a chain converges to the target density according to the total…

Statistics Theory · Mathematics 2020-06-16 Dimiter Tsvetkov , Lyubomir Hristov , Ralitsa Angelova-Slavova

Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…

Computation · Statistics 2025-12-22 Kevin Bitterlich , Daniel Rudolf , Björn Sprungk

The exchange algorithm is one of the most popular extensions of the Metropolis--Hastings algorithm to sample from doubly-intractable distributions. However, the theoretical exploration of the exchange algorithm is very limited. For example,…

Computation · Statistics 2021-08-20 Guanyang Wang

We introduce a new property of Markov chains, called variance bounding. We prove that, for reversible chains at least, variance bounding is weaker than, but closely related to, geometric ergodicity. Furthermore, variance bounding is…

Probability · Mathematics 2008-12-18 Gareth O. Roberts , Jeffrey S. Rosenthal

The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic theory. However, its covariance structure-an important…

Computation · Statistics 2026-03-03 Jingyi Zhang , James C. Spall

This work is driven by the ubiquitous dissent over the abilities and contributions of the Metropolis-Hastings and reversible jump algorithm within the context of trans dimensional sampling. We demystify this topic by taking a deeper look…

Statistics Theory · Mathematics 2019-08-05 Tobias Siems , Lisa Koeppel

Despite the popularism of Bayesian neural networks in recent years, its use is somewhat limited in complex and big data situations due to the computational cost associated with full posterior evaluations. Variational Bayes (VB) provides a…

Machine Learning · Statistics 2020-06-30 Shrijita Bhattacharya , Tapabrata Maiti

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger