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English(EN) Spectral gap of Metropolis-within-Gibbs under log-concavity

Metropolis-within-Gibbs 算法的新谱隙界限

研究人员为 Metropolis-within-Gibbs (MwG) 算法建立了一个新的谱隙下界。MwG 是一种常用的马尔可夫链蒙特卡洛方法,用于从复杂分布中采样。该研究侧重于在对数凹函数假设下使用随机游走 Metropolis 更新的 MwG,将现有界限从 \(\\Omega((\\kappa^2 d)^{-1})\) 提高到 \(\\Omega((\\kappa d)^{-1})\)。这一理论进展表明,经过适当调整的 MwG 可以实现显著更快的混合速率,其性能接近精确 Gibbs 采样器。 AI

影响 为机器学习模型中更快的采样提供了理论支持,可能提高训练效率。

排序理由 在 arXiv 上发表的学术论文,详细介绍了 MCMC 算法的理论进展。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv stat.ML 阅读 →

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Metropolis-within-Gibbs 算法的新谱隙界限

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在 arXiv 上发表的学术论文,详细介绍了 MCMC 算法的理论进展。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv stat.ML TIER_1 English(EN) · Cecilia Secchi, Giacomo Zanella ·

    log-concavity下Metropolis-within-Gibbs的谱隙

    arXiv:2509.26175v2 Announce Type: replace Abstract: The Metropolis-within-Gibbs (MwG) algorithm is a widely used Markov chain Monte Carlo method for sampling from high-dimensional distributions when exact conditional sampling is intractable. We study MwG with Random Walk Metropol…