stat.CO · 2026-07-02 · No. 41

Computation, 2026-07-02.

1 new papers in stat.CO. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Optimal scaling of MCMC algorithms: exploiting the symmetry of the Metropolis-Hastings formula

    P. Dobson, J. M. Sanz-Serna, K. C. Zygalakis

    stat.CO · cs.LG · math.PR

    We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases. The study relies ultimately on the symmetry of the Metropolis-Hastings formula. Our findings contain, as particular cases, many known results for the Random Walk Metropolis, MALA and other algorithms. In addition, they provide, in an easy way, new optimal scaling results for a variety of proposal...

    arxiv.org/abs/2607.00586 · PDF

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