Metropolis-adjusted interacting particle sampling

B Sprungk, S Weissmann, J Zech - arxiv preprint arxiv:2312.13889, 2023 - arxiv.org
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 …

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 …

Dimension‐independent Markov chain Monte Carlo on the sphere

HC Lie, D Rudolf, B Sprungk… - Scandinavian Journal of …, 2023 - Wiley Online Library
We consider Bayesian analysis on high‐dimensional spheres with angular central Gaussian
priors. These priors model antipodally symmetric directional data, are easily defined in …

Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling

S Power, D Rudolf, B Sprungk, AQ Wang - arxiv preprint arxiv:2402.13678, 2024 - arxiv.org
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 …

Wasserstein convergence rates of increasingly concentrating probability measures

M Hasenpflug, D Rudolf, B Sprungk - The Annals of Applied …, 2024 - projecteuclid.org
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 …

Parallel Affine Transformation Tuning of Markov Chain Monte Carlo

P Schär, M Habeck, D Rudolf - arxiv preprint arxiv:2401.16567, 2024 - arxiv.org
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 …

Geodesic slice sampling on Riemannian manifolds

A Durmus, S Gruffaz, M Hasenpflug… - arxiv preprint arxiv …, 2023 - arxiv.org
We propose a theoretically justified and practically applicable slice sampling based Markov
chain Monte Carlo (MCMC) method for approximate sampling from probability measures on …