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Typhoon Mangkhut

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Folded Transport MCMC: Certifiable Quotient Posterior Computation for Symmetric Bayesian Models

arXiv:2606.04307v1 Announce Type: new Abstract: Bayesian models with finite symmetry - mixture models with exchangeable components, structural identification with closely-spaced modes - define posteriors that are invariant under a group of label permutations, creating redundant multimodality that degrades MCMC convergence diagnostics. We introduce Folded Transport MCMC (FolT-MCMC), which performs inference directly on the quotient posterior by constructing an independence sampler on the...

arXiv CS 6d ago