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UID:20251110T050327EST-2926ZerkH1@132.216.98.100
DTSTAMP:20251110T100327Z
DESCRIPTION:Title: An exploration-agnostic characterization of the ergodici
 ty of parallel tempering\n\nAbstract: \n\nNon-reversible parallel temperin
 g (NRPT) is an effective algorithm for sampling from target distributions 
 with complex geometry\, such as those arising from posterior distributions
  of weakly identifiable and high-dimensional Bayesian models. In this talk
  I will establish the uniform geometric ergodicity of NRPT under an effici
 ent local exploration hypothesis\, which avoids the intricacies of dealing
  with kernel-specific properties. The rates that we obtain are bounded in 
 terms of an easily-estimable divergence\, the global communication barrier
  (GCB)\, that was recently introduced in the literature. We obtain analogo
 us ergodicity results for classical reversible parallel tempering\, provid
 ing new evidence that NRPT dominates its reversible counterpart. I will al
 so present some general properties of the GCB and bound it in terms of the
  total variation distance and the inclusive/exclusive Kullback-Leibler div
 ergences. I will conclude the talk with simulations that validate the new 
 theoretical analysis.\n\nThis is based on joint work with Nikola Surjanovi
 c\, Saifuddin Syed\, and Alexandre Bouchard-Côté.\n\nIt will take place at
  HEC Montréal (Côte-Sainte-Catherine building\, first floor\, yellow secto
 r\, room Tkaronto).\n\n \n\nIf you are unable to attend in person\, you ca
 n join the talk live via Zoom at the following address.\n\nhttps://hecmont
 real.zoom.us/j/84049406290?pwd=QXN0dEtJRUZnNUszSi9HVDNmcm83dz09\n\nMeeting
  ID: 840 4940 6290\n\nPasscode: cmsqhec\n
DTSTART:20240126T203000Z
DTEND:20240126T213000Z
SUMMARY:Trevor Campbell (University of British Columbia)
URL:/mathstat/channels/event/trevor-campbell-universit
 y-british-columbia-354640
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