arXiv:2607. 00586v2 Announce Type: replace-cross Abstract: We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases.
By P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis
arXiv:2506. 21511v2 Announce Type: replace-cross Abstract: We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA.
By Michalis K. Titsias, Angelos Alexopoulos, Siran Liu, Petros Dellaportas
arXiv:2402. 11736v3 Announce Type: replace Abstract: Kernel herding belongs to a family of deterministic quadratures that seek to minimize the maximum mean discrepancy (MMD), that is, the worst-case integration error over a reproducing kernel Hilbert space (RKHS).
By Martin Rouault, R\'emi Bardenet, Myl\`ene Ma\"ida
arXiv:2606. 15247v1 Announce Type: cross Abstract: The asymptotic behaviour of Monte Carlo Exploring Starts (MCES) is a long-standing open question in reinforcement learning, even in the tabular setting.
By Octave Oliviers, Glenn Vinnicombe
arXiv:2607. 15208v1 Announce Type: cross Abstract: Unadjusted samplers such as unadjusted Hamiltonian Monte Carlo and underdamped Langevin are well-known to be biased.
By Yifan Chen, Xiaoou Cheng, Jonathan Niles-Weed, Jonathan Weare
arXiv:2607. 07519v1 Announce Type: new Abstract: We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping.
By Ricardo Baptista, Olivier Zahm