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A Refined Generalization Analysis for Extreme Multi-class Supervised Contrastive Representation Learning Ensemble Distributionally Robust Bayesian Optimisation The Proxy Presumption: From Semantic Embeddings to Valid Social Measures Modulated learning for private and distributed regression with just a single sample per client device Query-efficient model evaluation using cached responses Functional-prior-based approaches to Bayesian PDE-constrained inversion using physics-informed neural networks Optimal Experiments for Partial Causal Effect Identification Order-Agnostic Autoregressive Modelling with Missing Data Grokking or Glitching? How Low-Precision Drives Slingshot Loss Spikes Tuning Derivatives for Causal Fairness in Machine Learning Spherical Flows for Sampling Categorical Data Bayesian Rain Field Reconstruction using Commercial Microwave Links and Diffusion Model Priors GRALIS: A Unified Canonical Framework for Linear Attribution Methods via Riesz Representation Sharp Capacity Thresholds in Linear Associative Memory: From Winner-Take-All to Listwise Retrieval Unified Framework of Distributional Regret in Multi-Armed Bandits and Reinforcement Learning Jacobian-Velocity Bounds for Deployment Risk Under Covariate Drift Self-Attention as Transport: Limits of Symmetric Spectral Diagnostics Perturbation is All You Need for Extrapolating Language Models Adapt or Forget: Provable Tradeoffs Between Adam and SGD in Nonstationary Optimization Realizable Bayes-Consistency for General Metric Losses Graph Convolutional Support Vector Regression for Robust Spatiotemporal Forecasting of Urban Air Pollution Segmenting Human-LLM Co-authored Text via Change Point Detection Stochastic Schrödinger Diffusion Models for Pure-State Ensemble Generation Understanding Self-Supervised Learning via Latent Distribution Matching The Geometric Mechanics of Contrastive Representation Learning: Alignment Potentials, Entropic Dispersion, and Cross-modal Divergence Imbalanced Classification under Capacity Constraints On the Spectral Structure and Objective Equivalence of Orthogonal Multilabel Fisher Discriminants Partially Observed Structural Causal Models First-Order Efficiency for Probabilistic Value Estimation via A Statistical Viewpoint Robust and Fast Training via Per-Sample Clipping
Iterated sampling importance resampling with adaptive num...
[Submitted on 28 Nov 2025 (v1), last revised 28 Aug 2026 (this v · 2025-11-29 · via stat updates on arXiv.org

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Abstract:Iterated sampling importance resampling (i-SIR) is a Markov chain Monte Carlo (MCMC) algorithm which is based on $N$ independent proposals. As $N$ grows, its samples become nearly independent, but with an increased computational cost. We discuss a method which finds an approximately optimal number of proposals $N$ in terms of the asymptotic efficiency. The optimal $N$ depends on both the mixing properties of the i-SIR chain and the (parallel) computing costs. Our method for finding an appropriate $N$ is based on an approximate asymptotic variance of the i-SIR, which has similar properties as the i-SIR asymptotic variance, and a generalised i-SIR transition having fractional `number of proposals.' These lead to an adaptive i-SIR algorithm, which tunes the number of proposals automatically during sampling. Our experiments demonstrate that our approximate efficiency and the adaptive i-SIR algorithm have promising empirical behaviour. We also present new theoretical results regarding the i-SIR, such as the convexity of asymptotic variance in the number of proposals, which can be of independent interest.

Submission history

From: Pietari Laitinen [view email]
[v1] Fri, 28 Nov 2025 21:40:46 UTC (5,014 KB)
[v2] Tue, 23 Dec 2025 13:20:10 UTC (5,016 KB)
[v3] Fri, 28 Aug 2026 13:07:51 UTC (6,193 KB)