pith:RMCEY4XH
Score-Repellent Monte Carlo: Toward Efficient Non-Markovian Sampler with Constant Memory in General State Spaces
Score-Repellent Monte Carlo reduces asymptotic sampling variance as O(1/α) using constant-memory history summaries in general state spaces.
arxiv:2604.22948 v2 · 2026-04-24 · cs.LG · stat.CO · stat.ML
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Claims
We further identify regimes in which the asymptotic covariance decreases as α increases, with scaling O(1/α), extending the near-zero-variance effect of finite-state history-dependent samplers to general state spaces with constant memory.
The assumptions required for the stochastic approximation analysis with controlled Markovian noise hold for the chosen base kernel and target distribution, allowing the coupled history recursion and estimators to converge as claimed.
SRMC creates a history-dependent surrogate target via exponential tilt of a running score average, enabling non-Markovian sampling with O(1/alpha) asymptotic variance reduction and constant memory in general state spaces.
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| First computed | 2026-05-26T01:02:34.303572Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
8b044c72e73299633bd9a05f1d7c1ac7ae1836724b3c63448ff454cfd2a4c6d0
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/RMCEY4XHGKMWGO6ZUBPR27A2Y6 \
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Canonical record JSON
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