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Record W2427484745 · doi:10.1017/jpr.2016.9

Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits

2016· article· en· W2427484745 on OpenAlexaff
Gareth O. Roberts, Jeffrey S. Rosenthal

Bibliographic record

VenueJournal of Applied Probability · 2016
Typearticle
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of Toronto
FundersEngineering and Physical Sciences Research Council
KeywordsMarkov chain Monte CarloMathematicsMarkov chainRandom walkAlgorithmLimit (mathematics)Markov chain mixing timeMonte Carlo methodMetropolis–Hastings algorithmMarkov processMetric (unit)DiffusionStatistical physicsApplied mathematicsMarkov modelMarkov propertyStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

Abstract We connect known results about diffusion limits of Markov chain Monte Carlo (MCMC) algorithms to the computer science notion of algorithm complexity. Our main result states that any weak limit of a Markov process implies a corresponding complexity bound (in an appropriate metric). We then combine this result with previously-known MCMC diffusion limit results to prove that under appropriate assumptions, the random-walk Metropolis algorithm in d dimensions takes O(d) iterations to converge to stationarity, while the Metropolis-adjusted Langevin algorithm takes O(d1/3) iterations to converge to stationarity.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.074
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.049

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.074
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.002
Science and technology studies0.0020.005
Scholarly communication0.0040.009
Open science0.0030.006
Research integrity0.0020.006
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.099
GPT teacher head0.337
Teacher spread0.237 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations19
Published2016
Admission routes1
Has abstractyes

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