Cover Image

Iterated sampling importance resampling with adaptive number of proposals

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Laitinen, Pietari, Vihola, Matti
Format:	Preprint
Published:	2025
Subjects:	Computation Probability Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)

On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers
by: Durmus, Alain, et al.
Published: (2023)

Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension
by: Beh, Jason, et al.
Published: (2023)

Quantum frequency resampling
by: Tumbiolo, Emanuele, et al.
Published: (2025)

Phase transition for conditional covariance matrices estimated by importance sampling, and implications for cross-entropy schemes in high dimension
by: Beh, Jason, et al.
Published: (2025)

Bounding adapted Wasserstein metrics
by: Blanchet, Jose, et al.
Published: (2024)

Distribution-uniform strong laws of large numbers
by: Waudby-Smith, Ian, et al.
Published: (2024)

Identification of the parameters of complex constitutive models: Least squares minimization vs. Bayesian updating
by: Most, Thomas
Published: (2024)

Towards practical PDMP sampling: Metropolis adjustments, locally adaptive step-sizes, and NUTS-based time lengths
by: Chevallier, Augustin, et al.
Published: (2025)

Dynamical mean-field analysis of adaptive Langevin diffusions: Propagation-of-chaos and convergence of the linear response
by: Fan, Zhou, et al.
Published: (2025)

On the Forgetting of Particle Filters
by: Karjalainen, Joona, et al.
Published: (2023)

Gamma-Based Expansion for the First-Passage Time Distribution of Stochastic Logistic Models with Harvesting
by: Catanzaro, Simone, et al.
Published: (2026)

Mad Props: Parallelism in Markov Chain Monte Carlo Through the Lens of the Infinite Proposal Limit
by: Glatt-Holtz, Nathan E., et al.
Published: (2026)

A calculus for Markov chain Monte Carlo: studying approximations in algorithms
by: Caprio, Rocco, et al.
Published: (2023)

Gradient Estimation via Differentiable Metropolis-Hastings
by: Arya, Gaurav, et al.
Published: (2024)

Uniform Ergodicity of Parallel Tempering With Efficient Local Exploration
by: Surjanovic, Nikola, et al.
Published: (2024)

Kac's walk on rotation matrices mixes in $n^2 \log n$ steps
by: Pillai, Natesh S., et al.
Published: (2026)

Multivariate strong invariance principles in Markov chain Monte Carlo
by: Banerjee, Arka, et al.
Published: (2022)

Ergodicity of an Adaptive MCMC Sampler under a Probability Bound
by: Chotard, Alexandre
Published: (2026)

Principal Feature Detection via $Φ$-Sobolev Inequalities
by: Li, Matthew T. C., et al.
Published: (2023)

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions
by: Brutsche, Johannes, et al.
Published: (2022)

Análisis de Probabilidad Imposible Vol 1
by: García Pedraza, Rubén
Published: (2025)

WeSpeR: Computing non-linear shrinkage formulas for the weighted sample covariance
by: Oriol, Benoit
Published: (2024)

Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm
by: Zheng, Chao, et al.
Published: (2023)

A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo
by: Corenflos, Adrien, et al.
Published: (2025)

Asymptotic universal moment matching properties of normal distributions
by: Liu, Xuan
Published: (2025)

Sacred and Profane: from the Involutive Theory of MCMC to Helpful Hamiltonian Hacks
by: Glatt-Holtz, Nathan E., et al.
Published: (2024)

Sharp Thresholds Imply Circuit Lower Bounds: from random 2-SAT to Planted Clique
by: Gamarnik, David, et al.
Published: (2023)

Computational lower bounds for multi-frequency group synchronization
by: Kireeva, Anastasia, et al.
Published: (2024)

Expected star discrepancy based on stratified sampling
by: Xu, Xiaoda, et al.
Published: (2025)

Functional CLT for general sample covariance matrices
by: Cui, Jian, et al.
Published: (2026)

Repetition effects in a Sequential Monte Carlo sampler
by: Cannon, Sarah, et al.
Published: (2024)

Two-sample tests for relevant differences in persistence diagrams
by: Krebs, Johannes, et al.
Published: (2024)

U-statistics of local sample moments under weak dependence
by: Dehling, Herold G., et al.
Published: (2023)

Concentration inequalities for the sum in sampling without replacement: an approach via majorization
by: Ai, Jianhang, et al.
Published: (2025)

On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
by: Cui, Jian, et al.
Published: (2025)

Exploring the Statistical Properties of Outputs from a Process Inspired by Geometrical Interpretation of Newton's Method
by: Kirouani, Taki
Published: (2024)

Convergence of the empirical two-sample $U$-statistics with $β$-mixing data
by: Dehling, Herold, et al.
Published: (2020)

Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
by: Resende, Lucas
Published: (2024)

Importance sampling for Bayesian inference: polynomial-dimension dependent error bounds
by: González, Fabián, et al.
Published: (2026)