pith:RLHFK7OV
Multi-Marginal Couplings for Metropolis-Hastings
Multi-marginal couplings with adaptive Poisson Monte Carlo reduce meeting times for multiple Metropolis-Hastings chains by up to 50 percent.
arxiv:2605.12807 v1 · 2026-05-12 · stat.CO · cs.IT · math.IT
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Record completeness
Claims
Experiments on grand couplings of Markov chains show that our methods improve coalescence rates across dimensions, reducing meeting times by up to 50% compared with existing baselines.
The adaptive rule for updating the point process preserves the validity of the multi-marginal coupling while removing the dimension-dependent runtime bottleneck.
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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Receipt and verification
| First computed | 2026-05-18T03:09:12.579734Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
8ace557dd55cc6b36fc598f52a4cd790806bbd8b47d807be369ecd22920e4539
Aliases
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/RLHFK7OVLTDLG36FTD2SUTGXSC \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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