**L**ast year Giacomo Zanella published a paper entitled informed proposals for local MCMC in discrete spaces in JASA. Which I had missed somehow and only discovered through another paper, and which we recently discussed at Paris-Dauphine with graduate students, marooned by COVID-19 . Probability targets in discrete spaces are intrinsically hard[er] to simulate in my opinion if only because there is no natural distance, hence no natural neighbourhood. A random walk proposal like the reference kernel in the paper is not directly calibrated. Without demarginalisation there is neither a clear version of calculus for implementing MALA or HMC. What indeed is HMC on a discrete space? If this requires “embedding the binary space in a continuous space”, it does not sound very enticing if the construct is context dependent.

*“This would allow for more moves to be accepted and longer moves to be performed, thus improving the algorithm’s efficiency.”*

A interesting aspect of the paper is that for near atomic transition kernels K, informally for small σ’s, the proposal switch to Q finds *target x normalising constant* as new stationary and close to the actual target. Which incidentally reminded me of our vanilla Rao-Blackwellisation with Randal Douc. This however begets the worry that it may prove unwieldy in continuous cases, as except for Gaussian kernels, the proposal switch to Q may prove intractable and requires further MCMC steps, in a form of infinite regress. Plus a musing that, were the original kernel K to be replaced with the new Q, another informed proposal transform could be applied to Q. Further infinite regress…

*“[The optimality of the Metropolis-Hastings choice of acceptance probability] does not translate to the context of balancing functions.”*

The paper indeed exhibits a setting that is rehabilitating Barker’ (1965) version of the acceptance probability, but I never was very much convinced there was a significant difference in using one or the other. During our virtual (?) discussion, we also wondered at the adaptive abilities of the approach, e.g., selecting among a finite family of g’s (according to which criterion) or parameterising g towards an optimal choice of its parameter. And at the capacity for Rao-Blackwellisation since the proposal have to consider the entire set of neighbours prior to moving to a likely one.

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