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Bibliographic Details
Main Authors: Wu, Kaiwen, Gardner, Jacob R.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.10449
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author Wu, Kaiwen
Gardner, Jacob R.
author_facet Wu, Kaiwen
Gardner, Jacob R.
contents Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The main novelty of this paper is an algorithm that computes this intersection in $\mathcal{O}(m \log m)$ time, where $m$ is the number of linear inequality constraints representing the polytope. We show that an implementation based on this algorithm enhances numerical stability, speeds up running time, and is easy to parallelize for launching multiple Markov chains.
format Preprint
id arxiv_https___arxiv_org_abs_2407_10449
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Fast, Robust Elliptical Slice Sampling Implementation for Linearly Truncated Multivariate Normal Distributions
Wu, Kaiwen
Gardner, Jacob R.
Machine Learning
Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The main novelty of this paper is an algorithm that computes this intersection in $\mathcal{O}(m \log m)$ time, where $m$ is the number of linear inequality constraints representing the polytope. We show that an implementation based on this algorithm enhances numerical stability, speeds up running time, and is easy to parallelize for launching multiple Markov chains.
title A Fast, Robust Elliptical Slice Sampling Implementation for Linearly Truncated Multivariate Normal Distributions
topic Machine Learning
url https://arxiv.org/abs/2407.10449