arXiv Machine Learning By Jun Hu

Self-Certifying Transport MCMC via Dual Spectral-Gap Certificates

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arXiv:2605. 30722v2 Announce Type: replace Abstract: We propose CerT-MCMC, a framework that equips learned-transport Markov chain Monte Carlo with automatic, rigorous convergence certificates.

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arXiv Statistics ML
Sep 4

Markov Chain Monte Carlo with Diffusion Paths

The paper introduces a new Markov chain Monte Carlo method that samples from multimodal distributions by interpolating along the diffusion path of a noising diffusion process, preserving mode weights and improving mixing. It proposes a Metropolis-adjusted diffusion path (MAD-Path) sampler that corrects for bias from approximate score estimates and discretization errors, ensuring the target distribution remains invariant. Experiments on Bayesian posteriors demonstrate that MAD-Path outperforms tempering-based MCMC and unadjusted diffusion samplers in global exploration and accurate mode-weight estimation.

By Han Chen, Sifan Liu, Jun Yang