A general radial-update recipe that provably makes MCMC samplers converge exponentially on non-compact spaces, with a near-optimal step size scaling as the inverse square root of the dimension.
Equation of state calculations by fast computing machines
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Exponential speed up in Monte Carlo sampling through Radial Updates
A general radial-update recipe that provably makes MCMC samplers converge exponentially on non-compact spaces, with a near-optimal step size scaling as the inverse square root of the dimension.