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Coordinate sampler: a non-reversible Gibbs-like MCMC sampler

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Academic year: 2021

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Figure 2 presents the comparison between CS and ZS for these models MVN1 and MVN2 in terms of the minimal ESS, mean ESS and maximal ESS taken across all d components
Fig. 1 Banana-Shaped Distribution: the x-axis is indexed by log(κ), the y-axis corresponds to the ratio of ESS per second of coordinate versus Zigzag samplers
Fig. 3 Comparison of CS versus ZS for the Bayesian logistic model: the y-axis represents the ESS per second.
Fig. 5 The plots of log-density and the final component of the samples generate by CS (red) and ZZ (blue) samplers under same computation time for log-Gaussian Cox point process.

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