Analysis of Multiple-try Metropolis via Poincaré inequalities

DOI10.1214/26-EJS2502MaRDI QIDQ6842109zbMATH OpenFDO

Authors Rocco Caprio, Sam Power, Andi Q. Wang

Publication date 20 March 2026

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-20/issue-1/Analysis-of-Multiple-try-Metropolis-via-Poincar%c3%a9-inequalities/10.1214/26-EJS2502.full

zbMATH Keywords

Markov chain Monte CarloMultiple-try Metropolisparallel computationPoincaré inequalitiesspectral gap

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites work

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• Informed proposals for local MCMC in discrete spaces
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• Issues in the multiple try Metropolis mixing
• Monte Carlo sampling methods using Markov chains and their applications
• On the fundamental limitations of multi-proposal Markov chain Monte Carlo algorithms
• Scaling analysis of multiple-try MCMC methods
• The Multiple-Try Method and Local Optimization in Metropolis Sampling
• The use of a single pseudo-sample in approximate Bayesian computation
• Weak convergence and optimal scaling of random walk Metropolis algorithms

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