DREAM enables exact-gradient Bayesian calibration of nuclear models via offline SVD emulation of parameter-dependent operators, demonstrated by rapid HMC convergence on an 18-parameter CDCC analysis of d+58Ni scattering.
Properties of the Affine Invariant Ensemble Sampler in high dimensions
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abstract
We present theoretical and practical properties of the affine-invariant ensemble sampler Markov chain Monte Carlo method. In high dimensions the affine-invariant ensemble sampler shows unusual and undesirable properties. We demonstrate this with an $n$-dimensional correlated Gaussian toy problem with a known mean and covariance structure, and analyse the burn-in period. The burn-in period seems to be short, however upon closer inspection we discover the mean and the variance of the target distribution do not match the expected, known values. This problem becomes greater as $n$ increases. We therefore conclude that the affine-invariant ensemble sampler should be used with caution in high dimensional problems. We also present some theoretical results explaining this behaviour.
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2026 2verdicts
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Differential evolution MCMC tuned to 25% acceptance outperforms other gradient-free samplers on unimodal and multimodal test functions, with post-sampling optimization improving results further in higher dimensions.
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High-Dimensional Bayesian Calibration of Expensive Nuclear Models with Differentiable Emulation
DREAM enables exact-gradient Bayesian calibration of nuclear models via offline SVD emulation of parameter-dependent operators, demonstrated by rapid HMC convergence on an 18-parameter CDCC analysis of d+58Ni scattering.