The Barker Proposal: Combining Robustness and Efficiency in Gradient-Based MCMC

DOI10.1111/RSSB.12482MaRDI QIDQ5869199zbMATH OpenOpenAlexFDO

Authors Samuel Livingstone, Giacomo Zanella

Publication date 27 September 2022

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1908.11812

zbMATH Keywords

adaptive tuningBayesian computationMCMCMetropolis-Hastingsspectral gap

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(14)

• Barker's algorithm for Bayesian inference with intractable likelihoods
• Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
• Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
• An asymptotic Peskun ordering and its application to lifted samplers
• Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
• Sampling using adaptive regenerative processes
• Gibbs Sampling Using Anti-Correlation Gaussian Data Augmentation, with Applications to L1-Ball-Type Models
• Optimal design of the Barker proposal and other locally balanced Metropolis-Hastings algorithms
• Averaging polyhazard models using piecewise deterministic Monte Carlo with applications to data with long-term survivors
• Scalable couplings for the random walk Metropolis algorithm
• Optimal scaling results for Moreau-Yosida Metropolis-adjusted Langevin algorithms
• Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions
• Theoretical guarantees for lifted samplers
• Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models

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