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A coupling-based approach to f-divergences diagnostics for markov chain monte carlo.arXiv preprint arXiv:2510.07559, 2025

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Multi-Marginal Couplings for Metropolis-Hastings

stat.CO · 2026-05-12 · conditional · novelty 7.0

Multi-marginal couplings combined with an adaptive shared-randomness Poisson Monte Carlo method improve coalescence rates for multiple Metropolis-Hastings chains, cutting meeting times by up to 50%.

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  • Multi-Marginal Couplings for Metropolis-Hastings stat.CO · 2026-05-12 · conditional · none · ref 4

    Multi-marginal couplings combined with an adaptive shared-randomness Poisson Monte Carlo method improve coalescence rates for multiple Metropolis-Hastings chains, cutting meeting times by up to 50%.