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%.
A unified framework for one-shot achievability via the poisson matching lemma.IEEE Transactions on Information Theory, 67(5):2624–2651, 2021
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Multi-Marginal Couplings for Metropolis-Hastings
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%.