Skip to content

When Metropolis and Hastings Meet Bradley and Terry: Exact MCMC From Preference Voting

Sep 2026 · 0 citations
Computer Science Mathematics

TL;DR

This work introduces Pref-MH, a general exact MH sampler for judge-induced conditional distributions using only stochastic binary pairwise comparisons, and develops a valid accept/reject rule whose resulting Markov chain provably converges to the target distribution.

Abstract

Sampling from distributions conditioned on desired semantic properties is an emerging challenge in modern generative modeling. Metropolis-Hastings (MH) provides a principled route to conditional sampling, but requires access to exact pointwise target-density evaluations, which are not available in generative settings. Meanwhile, pairwise comparisons by humans or model"judge"are highly accessible and have proved valuable across diverse applications. We introduce Pref-MH, a general exact MH sampler for judge-induced conditional distributions using only stochastic binary pairwise comparisons. Our key observation is that the MH unnormalized density ratio matches the preference odds of the Bradley-Terry (BT) choice model. The central challenge is that while MH requires precise ratio computation, BT judges provide only sampled binary feedback. To this end, we develop a valid accept/reject rule whose resulting Markov chain provably converges to the target distribution. We further show that, for a fixed proposal kernel and budget, Pref-MH is optimal in the Peskun-Tierney sense among this class of exact reversible acceptance rules. Experiments on text generation and molecular design with LLM judges, as well as image generation with VLM judges, demonstrate that Pref-MH provides a practical and flexible approach to conditional sampling when comparative feedback is relatively easy to obtain.

View source

Similar papers

#machine learning Preprint Oct 2026

Metropolis-Hastings Dominates Importance Resampling for Policy Composition

Post-training a large language model (LLM) often requires exploring trade-offs between multiple rewards, but retraining for each trade-off is expensive. Decoding-time policy composition allows these trade-offs to be adjusted by combining reward-specific policies at inference time. This composition targets a weighted pr...

A. Kurennoy, R. Yarullin, Fergal Reid · 0 citations
Preprint Sep 2026

Scalable Inversion of Contests with Correlated Performances, Including Softmax and Multinomial Probit

Multinomial probit choice probabilities over n alternatives are Gaussian orthant integrals, computed by simulation for thirty years, one expensive integral per alternative. Inversion, which is to say determining item attractiveness consistent with a prescribed choice probability vector, is even more difficult and has b...

P. Cotton · 0 citations
#machine learning Preprint Oct 2026

Two-Sample Testing via Generative Processes

Deciding whether two samples come from the same distribution is a classical problem in statistics, and generative transport offers a new way to approach it. We build a stochastic interpolant directly between the two samples and observe that, for a symmetric schedule, its law is invariant under the time reflection $t \m...

Eshant English, Kenji Fukumizu, Taiji Suzuki · 0 citations
Preprint Sep 2026

Semiparametric Inference for Conditional Shapley Feature Importance

A one-step estimator with K-fold cross-fitting and a U-statistic correction of the squared loss that removes the Monte Carlo bias of the naive plug-in is proposed, which is $\sqrt{n}$-consistent and asymptotically normal under double-robust rate conditions, and the resulting Wald interval attains nominal coverage.

Agostino Gnasso · 0 citations
#machine learning Preprint Sep 2026

Uniform Race: Parameter-Free Approximate Rejection Sampling

We study approximate sampling: given $N$ independent samples from a proposal distribution $\mu$, the goal is to select one whose distribution is close to a target $\pi$ specified only up to a normalizing constant. Block and Polyanskiy (2023) provide finite budget error bounds for approximate rejection sampling (RS) as...

Seiyun Shin, Juhyeong Pang, Kwang-Sung Jun · 0 citations
#machine learning Preprint Sep 2026

Wasserstein Causal Forests for Distribution-Valued Outcomes

This paper proposes Wasserstein Causal Forests (WCF) for settings in which each unit's outcome is itself a probability distribution. This study also defines finite-grid transformed average and conditional average treatment effects, including a reference-distance contrast that asks whether treatment moves unit-level dis...

H. G. Souto · 0 citations

Related blog posts

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.