Random Walk Metropolis
PulseAugur coverage of Random Walk Metropolis — every cluster mentioning Random Walk Metropolis across labs, papers, and developer communities, ranked by signal.
1 day(s) with sentiment data
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New spectral gap bound for Metropolis-within-Gibbs algorithm
Researchers have established a new spectral gap lower bound for the Metropolis-within-Gibbs (MwG) algorithm, a common Markov chain Monte Carlo method used for sampling from complex distributions. The study, focusing on …
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New Gaussian Invariant MCMC methods boost statistical efficiency
Researchers have developed novel sampling methods, including Gaussian invariant versions of Random Walk Metropolis (RWM), Metropolis-adjusted Langevin algorithm (MALA), and a second-order Hessian or Manifold MALA. These…
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New method optimizes MCMC algorithm scaling using Metropolis-Hastings symmetry
A new paper published on arXiv details a general approach to optimizing the scaling properties of Metropolised Markov Chain Monte Carlo (MCMC) algorithms as dimensionality increases. The method leverages the symmetry in…