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Record W4402383094 · doi:10.1002/wics.70002

Convergence rates of Metropolis–Hastings algorithms

2024· review· en· W4402383094 on OpenAlexaff
Austin Brown, Galin L. Jones

Bibliographic record

VenueWiley Interdisciplinary Reviews Computational Statistics · 2024
Typereview
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of Toronto
FundersNational Science Foundation
KeywordsMetropolis–Hastings algorithmConvergence (economics)AlgorithmComputer scienceMathematicsMarkov chain Monte CarloArtificial intelligenceBayesian probabilityEconomics

Abstract

fetched live from OpenAlex

Abstract Given a target probability density known up to a normalizing constant, the Metropolis–Hastings algorithm simulates realizations from a Markov chain which are eventual realizations from the target probability density. A key element for ensuring a reliable Metropolis–Hastings simulation experiment is understanding how quickly the simulation will generate a representative sample from target density. This corresponds to understanding the convergence properties of the Metropolis–Hastings Markov chain. State‐of‐the‐art methods for convergence analysis of Metropolis–Hastings algorithms are considered and reviewed. Practically important topics are discussed for an interdisciplinary audience. This includes convergence properties in high dimensions, proper tuning, initialization, and limitations of current convergence analyses. This article is categorized under: Statistical and Graphical Methods of Data Analysis > Markov Chain Monte Carlo Statistical and Graphical Methods of Data Analysis > Monte Carlo Methods Statistical and Graphical Methods of Data Analysis > Bayesian Methods and Theory

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)0.010
metaresearch head score (Gemma)0.046
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.051

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0100.046
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.003
Science and technology studies0.0010.003
Scholarly communication0.0030.005
Open science0.0040.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0090.004

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 head0.231
GPT teacher head0.514
Teacher spread0.283 · 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 designTheoretical or conceptual
Domainnot available
GenreReview

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

Citations7
Published2024
Admission routes1
Has abstractyes

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