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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
A note on the Metropolis-Hastings acceptance probabilitie...
Tobias Siems, Lisa Koeppel · 2018-08-02 · via math.ST updates on arXiv.org

This work is driven by the ubiquitous dissent over the abilities and contributions of the Metropolis-Hastings and reversible jump algorithm within the context of trans dimensional sampling. We demystify this topic by taking a deeper look into the implementation of Metropolis-Hastings acceptance probabilities with regard to general mixture spaces. Whilst unspectacular from a theoretical point of view, mixture spaces gave rise to challenging demands concerning their effective exploration. An often applied but not extensively studied tool for transitioning between distinct spaces are so-called translation functions. We give an enlightening treatment of this topic that yields a generalization of the reversible jump algorithm and unveils another promising translation technique. Furthermore, by reconsidering the well-known Metropolis within Gibbs paradigm, we come across a dual strategy to develop Metropolis-Hastings samplers. We underpin our findings and compare the performance of our approaches by means of a change point example. Thereafter, in a more theoretical context, we revitalize the somewhat forgotten concept of maximal acceptance probabilities. This allows for an interesting classification of Metropolis-Hastings algorithms and gives further advice on their usage. A review of some errors in reasoning that have led to the aforementioned dissent concludes this paper.