Optimal scaling of Metropolis algorithms: is 0.234 as robust as believed. Universite de Montreal and University of Toronto, email: bedard@dms.umontreal.ca
Bibliographic record
Abstract
Abstract The Metropolis algorithm with Gaussian proposal distribution is a popular samplingmethod; it is versatile and easy to implement. Optimal scaling theory aims to improve the speed of convergence of this algorithm to its stationary distribution by carefullyselecting its tuning parameter. This paper is an overview of existing optimal scaling results and addresses in more depth the case of high-dimensional target distributionsformed of independent, but not identically distributed components. It attempts to give an intuitive explanation as to when the previously-derived optimal acceptance rate of0.234 is indeed optimal, and when it is unsuitable. In the latter case, it also explains how to find the correct asymptotically optimal acceptance rate, and why we sometimes haveto turn to inhomogeneous proposal variances in order to obtain an efficient algorithm. This is all illustrated with a simple example.
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 imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.014 | 0.075 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.001 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.002 | 0.004 |
| Scholarly communication | 0.003 | 0.006 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.003 | 0.004 |
| Insufficient payload (model declined to judge) | 0.007 | 0.002 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".