sampling using adaptive regenerative processes

We just posted a new arXival on Sampling using Adaptive Regenerative Processes, written by Hector McKimm (Warwick), Andi Wang (soon Warwick), Murray Pollock (ex-Warwick), Gareth Roberts (Warwick) and myself. This is a collaborative that has been going on for a while, mostly via zoom in these Covid times. It builds upon the earlier paper of Wang et al.  (2021) constructing the regeneration process (Restore), by aiming at improving this process by adapting the regeneration distribution and hence dramatically reducing the number of regenerations. Gaining in addition the ability to sample from target distributions for which simulation under a fixed regeneration distribution is computationally intractable. This work is part of Hector’s PhD, written at Warwick.