Ming-Yu Shi

Equal Budgets Change the Verdict: Finite-Sample Bias and a Matched-Budget Re-Examination of Diversity-Enhanced flowMC Ensembles

Normalizing-flow Markov chain Monte Carlo (MCMC), such as flowMC, augments local moves with a learned global flow proposal; a natural reliability idea is to pool samples from several such samplers. On 6 targets in 20 and 50 dimensions, a 5-member diverse flowMC ensemble appeared to reduce the average marginal Jensen–Sh...