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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Estimating Convergence of Markov chains with L-Lag Couplings

NeurIPS 2019 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Stochastic gradient MCMC · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the coupling lag from L=1 to L=150L-lag coupling bounds for random-walk Metropolis-Hastings · Univariate Normal targettotal variation and 1-Wasserstein upper-bound tightnessHelped
Use a larger coupling lagL-lag coupling bounds · General Markov chainsupper-bound tightnessHelped
Use parallel tempering instead of single-site GibbsIsing model samplers at inverse temperature β = 0.46 · 32 × 32 Ising modeltotal variation upper-bound convergenceHelped
Use the Pólya-Gamma Gibbs sampler instead of the tested HMC samplersBayesian logistic regression samplers · German Credittotal variation upper boundHelped
Increase the number of SMC particlesSMC particle approximation · SMC target-particle marginaltotal variation upper boundHelped
Estimate the 1-lag bound using only 1000 repeats in the bimodal exampleL-lag coupling bound estimation · Bimodal targetreliability of the estimated total variation upper boundHurt

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