Research map / Probabilistic and scientific modeling / Variational and generative sampling
Estimating Convergence of Markov chains with L-Lag Couplings
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Increase the coupling lag from L=1 to L=150 | L-lag coupling bounds for random-walk Metropolis-Hastings · Univariate Normal target | total variation and 1-Wasserstein upper-bound tightness | Helped |
| Use a larger coupling lag | L-lag coupling bounds · General Markov chains | upper-bound tightness | Helped |
| Use parallel tempering instead of single-site Gibbs | Ising model samplers at inverse temperature β = 0.46 · 32 × 32 Ising model | total variation upper-bound convergence | Helped |
| Use the Pólya-Gamma Gibbs sampler instead of the tested HMC samplers | Bayesian logistic regression samplers · German Credit | total variation upper bound | Helped |
| Increase the number of SMC particles | SMC particle approximation · SMC target-particle marginal | total variation upper bound | Helped |
| Estimate the 1-lag bound using only 1000 repeats in the bimodal example | L-lag coupling bound estimation · Bimodal target | reliability of the estimated total variation upper bound | Hurt |
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