Metropolis-adjusted interacting particle sampling
In recent years, various interacting particle samplers have been developed to sample from
complex target distributions, such as those found in Bayesian inverse problems. These …
complex target distributions, such as those found in Bayesian inverse problems. These …
Reversibility of elliptical slice sampling revisited
M Hasenpflug, V Telezhnikov, D Rudolf - Bernoulli, 2025 - projecteuclid.org
We extend elliptical slice sampling, a Markov chain transition kernel suggested in Murray,
Adams and MacKay (In The Proceedings of the 13th International Conference on Artificial …
Adams and MacKay (In The Proceedings of the 13th International Conference on Artificial …
Dimension‐independent Markov chain Monte Carlo on the sphere
We consider Bayesian analysis on high‐dimensional spheres with angular central Gaussian
priors. These priors model antipodally symmetric directional data, are easily defined in …
priors. These priors model antipodally symmetric directional data, are easily defined in …
Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling
Using the framework of weak Poincar {\'e} inequalities, we provide a general comparison
between the Hybrid and Ideal Slice Sampling Markov chains in terms of their Dirichlet forms …
between the Hybrid and Ideal Slice Sampling Markov chains in terms of their Dirichlet forms …
Wasserstein convergence rates of increasingly concentrating probability measures
For ℓ: R d→[0,∞) we consider the sequence of probability measures (μ n) n∈ N, where μ n
is determined by a density that is proportional to exp (− n ℓ). We allow for infinitely many …
is determined by a density that is proportional to exp (− n ℓ). We allow for infinitely many …
Parallel Affine Transformation Tuning of Markov Chain Monte Carlo
The performance of Markov chain Monte Carlo samplers strongly depends on the properties
of the target distribution such as its covariance structure, the location of its probability mass …
of the target distribution such as its covariance structure, the location of its probability mass …
Geodesic slice sampling on Riemannian manifolds
We propose a theoretically justified and practically applicable slice sampling based Markov
chain Monte Carlo (MCMC) method for approximate sampling from probability measures on …
chain Monte Carlo (MCMC) method for approximate sampling from probability measures on …