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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2501.16506 |
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Table of Contents:
- We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a certain simple discrete Markov chain, we show that, under appropriate assumptions, the non-reversible algorithms still exhibit diffusive behaviour, just on a different time scale. We use this to argue that the optimally scaled versions of the non-reversible algorithms are indeed more efficient than the optimally scaled versions of their traditional reversible counterparts, but only by a modest speed-up factor of about 42%.