8 problems
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Longer MCMC chains improve estimation after simulation failures
Longer-chain improvement conjecture. Running these chains longer is likely to result in improved estimation.
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Efficiency-impact conjecture for oscillatory dynamics in point-process sampling
Let be the function used to impose oscillatory dynamics in the point-process sampler, and let mixing time and asymptotic variance be efficiency metrics. Oscillatory-dynamics ef…
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Point-process sampler efficiency conjecture relative to the birth-death sampler
Consider the point-process sampler and the birth-death sampler for a target distribution on a discrete state space, and let denote the effective sample size. Point-p…
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Improved dimension dependence for simulated tempering with alternative local samplers
Dimension-dependence conjecture. Replacing the random-walk Metropolis--Hastings sampler in each local chain by a proximal sampler or a Metropolis-adjusted Langevin algorithm…
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The spanning-line characterization of tree diagrams
Consider a diagram formed by vertical and horizontal cuts, where a diagram corresponds to a tree when it can be represented by the recursive subdivision associated with a decision…
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The critical-line conjecture for MCMC-based annealing algorithms
Consider an MCMC-based annealing algorithm, such as simulated annealing or rapid simulated annealing, applied to a planted inference problem. Let be the critica…
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Typicality of anomalous MCMC behavior for rough targets
The paper considers rough target densities and the anomalous scaling behavior of Metropolis–Hastings chains exhibited by its examples. Typicality conjecture. Despite the examples b…
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Chen and Wu's acyclic-graph conjecture for reversible Markov chains
Let be a reversible transition matrix with stationary distribution , and let its corresponding graph have vertices given by the states and an edge between distinct states…