Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Adaptive Independent Sticky MCMC algorithms   In this work, we introduce a novel class of adaptive Monte Carlo methods,
called adaptive independent sticky MCMC algorithms, for efficient sampling from
a generic target probability density function (pdf). The new class of
algorithms employs adaptive non-parametric proposal densities which become
closer and closer to the target as the number of iterations increases. The
proposal pdf is built using interpolation procedures based on a set of support
points which is constructed iteratively based on previously drawn samples. The
algorithm's efficiency is ensured by a test that controls the evolution of the
set of support points. This extra stage controls the computational cost and the
convergence of the proposal density to the target. Each part of the novel
family of algorithms is discussed and several examples are provided. Although
the novel algorithms are presented for univariate target densities, we show
that they can be easily extended to the multivariate context within a
Gibbs-type sampler. The ergodicity is ensured and discussed. Exhaustive
numerical examples illustrate the efficiency of sticky schemes, both as a
stand-alone methods to sample from complicated one-dimensional pdfs and within
Gibbs in order to draw from multi-dimensional target distributions.

31
The categories of this paper are: ao-sci
15
The categories of this paper are: nucl-ex
22
The categories of this paper are: chao-dyn
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys
23
The categories of this paper are: solv-int
18
The categories of this paper are: econ
28
The categories of this paper are: alg-geom
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con