Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Ex$^2$MCMC: Sampling through Exploration Exploitation   We develop an Explore-Exploit Markov chain Monte Carlo algorithm
($\operatorname{Ex^2MCMC}$) that combines multiple global proposals and local
moves. The proposed method is massively parallelizable and extremely
computationally efficient. We prove $V$-uniform geometric ergodicity of
$\operatorname{Ex^2MCMC}$ under realistic conditions and compute explicit
bounds on the mixing rate showing the improvement brought by the multiple
global moves. We show that $\operatorname{Ex^2MCMC}$ allows fine-tuning of
exploitation (local moves) and exploration (global moves) via a novel approach
to proposing dependent global moves. Finally, we develop an adaptive scheme,
$\operatorname{FlEx^2MCMC}$, that learns the distribution of global moves using
normalizing flows. We illustrate the efficiency of $\operatorname{Ex^2MCMC}$
and its adaptive versions on many classical sampling benchmarks. We also show
that these algorithms improve the quality of sampling GANs as energy-based
models.

19
The categories of this paper are: eess
8
The categories of this paper are: hep-ex
18
The categories of this paper are: econ
22
The categories of this paper are: chao-dyn
9
The categories of this paper are: nlin
26
The categories of this paper are: bayes-an
29
The categories of this paper are: funct-an
37
The categories of this paper are: supr-con
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
34
The categories of this paper are: chem-ph
3
The categories of this paper are: physics
35
The categories of this paper are: mtrl-th
24
The categories of this paper are: dg-ga
4
The categories of this paper are: cond-mat
17
The categories of this paper are: q-fin