Stereographic Multiple-Try Metropolis

Name: Stereographic Multiple-Try Metropolis
Uploaded: 2026-10-16T11:45:21.927937+00:00
Duration: 1007 s
Description: Stereographic Multiple-Try Metropolis (SMTM) is a new gradient-free MCMC method combining Multiple-Try Metropolis with stereographic MCMC to sample high-dimensional distributions. It overcomes MTM's convergence issues, showing superior performance for both light and heavy-tailed targets. The method achieves uniform ergodicity and demonstrates robustness against tuning parameters.

Stereographic Multiple-Try Metropolis (SMTM) is a new gradient-free MCMC method combining Multiple-Try Metropolis with stereographic MCMC to sample high-dimensional distributions. It overcomes MTM's convergence issues, showing superior performance for both light and heavy-tailed targets. The method achieves uniform ergodicity and demonstrates robustness against tuning parameters.

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