FLARE MCMC: Fidelity-based Layer-Adaptive REcursive proposals for MCMC

Excerpt

arXiv:2608.13774v1 Announce Type: new Abstract: Markov chain Monte Carlo (MCMC) requires only the ability to evaluate the likelihood, making it a common technique for inference in complex models. However, it can have a slow mixing rate, requiring the generation of many samples to obtain good estimates and an overall high computational cost. FLARE MCMC is a multi-fidelity layered MCMC method that exploits lower-fidelity approximations of the true likelihood calculation to improve mixing and leads