40 problems
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Kannan–Tetali–Vempala conjecture on rapid mixing of the switch chain
Let be a hypergraph with a prescribed degree sequence, and consider the switch Markov chain on the realizations of that degree sequence, whose transitions apply switch operatio…
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Conjecture on efficient classical MCMC sampling of the normalized tensor
Let be the quadratic drift tensor and let … The required sampling task is to draw triples from the distribution . MCMC sampling conjecture. This sampling…
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The threshold sequence conjecture for the maximizers of s(r)
For each integer , let denote a real solution of , with , and let and be as defined in the paper. Threshold sequence conjectur…
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The exact maximizer conjecture for the function s(r)
Let , and let and be the functions defined in the paper for . Exact maximizer conjecture. For all , … The paper notes that the m…
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Reflection mechanism explanation for Barker proposal efficiency
Consider the coordinate-wise Barker proposal, in which each coordinate is separately accepted or reflected according to the current position and gradient information. Reflection-ef…
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Optimal zero refresh rate for the Zig-Zag Sampler
For the Zig-Zag Sampler (ZZS), let denote the refresh rate of the velocity. Zero-refresh-rate conjecture. The choice is optimal in terms of minimising the asy…
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Conjecture on asymptotic expected improvement for coupled Markov chains
Let be a Markov kernel and let the method use a coupling of the corresponding Markov chains, with an expected improvement measured through the effective sample size. In the per…
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Conjecture on worst-case effective sample size degradation
Let an empirical effective sample size be computed for a system of coupled Markov chains, and consider its degradation under the proposed weight-harmonization method. In practice,…
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The non-extendability conjecture for generalized Monte Carlo in higher dimensions
Let generalized Monte Carlo (GMC) be the discrete-time reflective Hamiltonian Markov chain described in the surrounding construction. An extension to continuous-time dynamics would…
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MCMC-Net's applicability to problems with expensive likelihood functions
The method substitutes an expensive likelihood function in a Markov chain Monte Carlo algorithm with a neural-operator surrogate. MCMC-Net applicability conjecture. We conjecture t…
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Conjecture on simple variance bounds under general noise proposals
Let be a proposal density for the multiplicative noise that may depend on the parameter , rather than satisfying the assumption that is independ…
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Polynomial-time sampling for the Potts model on random regular graphs
Let be a random -regular graph, and let be the ferromagnetic -state Potts distribution with parameter , where and are integer…
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Polynomial-time sampling below the ordered/disordered threshold for the ferromagnetic Potts model
Potts sampling conjecture below . When , sampling from the ferromagnetic Potts model admits a polynomial-time algorithm.
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Rapid global-mode finding by informed Metropolis–Hastings samplers
Let be the unrestricted model space, let an informed Metropolis–Hastings sampler assign proposal probabilities in its neighborhood according to the target posterior p…
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Irreducibility conjecture for linearly bounded partite 3-regular hypergraph degree sequences
Consider partite -regular hypergraphs with vertex classes of sizes , where the degree in the vertex class is between and…
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Conjecture on irreducibility of switches for broader hypergraph degree sequences
Let be a hypergraph degree sequence, and consider the realizations of together with the switch operations between them. The paper proves irreducibility when is third al…
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Qualitative optimality of the generalized slice-sampling spectral-gap bound
Qualitative optimality conjecture. For at least some in the class , the result cannot be qualitatively improved.
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Exponential-dependence conjecture for MCMC lower bounds
Consider the MCMC setting for sampling from a distribution associated with a possibly non-concave function , where the available complexity bounds are measured in gradient or fu…
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Conjecture on improved MCMC convergence for subdomain sizes exceeding the correlation length
Improved-convergence conjecture. Improved convergence for Markov chain Monte Carlo methods should be observed when
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Exponential ergodicity conjecture for MY-MALA on light-tailed distributions
Let MY-MALA denote the Moreau-Yosida Metropolis-adjusted Langevin algorithm, with proximal parameter . A distribution is light-tailed if it belongs to the class of distrib…
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MCMC optimality conjecture for the stochastic block model
Consider the stochastic block model and compare Markov-chain Monte Carlo (MCMC) with message-passing algorithms for inference. MCMC optimality conjecture. MCMC performs as well as…
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Conjecture on the convergence rate of multiple-try Metropolis independent sampling without replacement
Convergence-rate conjecture. The convergence rate of MTM-IS() without replacement is faster than
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Pseudospectral-gap proxy conjecture for nonreversible subsampling MCMC
Pseudospectral-gap proxy conjecture. The pseudospectral gap is a good proxy for the convergence rate of Monte Carlo ergodic averages for some proposed nonreversible subsampling MCM…
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Conjecture on the optimality of the HMC time-step restriction for mixing rates
Let denote the HMC integration time, subject to the time-step restriction discussed in the analysis. Time-step optimality conjecture. For many problems of interest, this restri…
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Higher-order Langevin diffusion conjecture on dimension dependence
Higher-order Langevin diffusion conjecture. The exponent on in the mixing-time complexity can be further reduced, with a trade-off between the dependency on the dimension and t…