Markov Chain Monte Carlo

Local geometric mixing localizes geometric mixing by requiring geometric convergence to equilibrium in total variation only over finitely many transitions. It accommodates local convergence rates and captures rapid local equilibration, even when global mixing is much slower. We establish and discuss local geometric mixing bounds through Dobrushin contraction. We then apply this approach to Diffusion Path Monte Carlo, a recently proposed Markov chain Monte Carlo method, aimed at leveraging advances in score-based modeling, whose ideal transitions coincide with those of the Proximal Sampler. Our analysis covers both the ideal method and its implementable Metropolis-adjusted counterpart, providing mixing guarantees under minimal assumptions. For the ideal method, these guarantees complement recent spectral gap estimates, which we develop into mixing time bounds.

Many proteins function through transitions between conformational states, yet rare states are rarely sampled by diffusion models trained on an equilibrium ensemble, demanding better sampling methods. We introduce METALICA, which implements Metadynamics on a pretrained diffusion model via Replica Exchange. It accumulates a bias potential along a Collective Variable, repels new samples from previous ones through biased sampling, and reweights samples onto the unbiased distribution. METALICA holds one replica per diffusion level, forming a Markov Chain that evolves through inter-replica communication and is refined in place as the bias grows. METALICA is the dual of sequential control, in which Sequential Monte Carlo parallelizes the sampler over a batch of particles. Parallelism over the levels of the diffusion-time schedule instead allows METALICA to generate samples from long chains, essential for the discovery of rare events, with accuracy set by run length rather than by the memory available. We validate on a bimodal target with known free energies, then apply METALICA to the unfolding of a protein. At a budget for which sequential control yields no unfolded structure, METALICA populates the basin and resolves a second free energy minimum.

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

The concept of Markov chain Monte Carlo (MCMC) cycles, an analogy to cyclic processes in heat engines, is presented in order to examine Bayesian inference problems. In this effort, we develop adaptive ensemble schedulers that allow the tuning of external parameters of a Bayesian canonical ensemble during an MCMC run, realising the MCMC cycles in practice. We run these cycles on different statistical models. As a fundamental insight, we find (both theoretically and in practice) that such systems can produce a non-zero net work output if and only if the considered model is non-Gaussian. As such, they may serve as a measure of non-Gaussianity in Bayesian inference, which we test on an example from supernova cosmology.

Sampling from distributions conditioned on desired semantic properties is an emerging challenge in modern generative modeling. Metropolis-Hastings (MH) provides a principled route to conditional sampling, but requires access to exact pointwise target-density evaluations, which are not available in generative settings. Meanwhile, pairwise comparisons by humans or model "judge" are highly accessible and have proved valuable across diverse applications. We introduce Pref-MH, a general exact MH sampler for judge-induced conditional distributions using only stochastic binary pairwise comparisons. Our key observation is that the MH unnormalized density ratio matches the preference odds of the Bradley-Terry (BT) choice model. The central challenge is that while MH requires precise ratio computation, BT judges provide only sampled binary feedback. To this end, we develop a valid accept/reject rule whose resulting Markov chain provably converges to the target distribution. We further show that, for a fixed proposal kernel and budget, Pref-MH is optimal in the Peskun-Tierney sense among this class of exact reversible acceptance rules. Experiments on text generation and molecular design with LLM judges, as well as image generation with VLM judges, demonstrate that Pref-MH provides a practical and flexible approach to conditional sampling when comparative feedback is relatively easy to obtain.

This work shows that diffusion models learned with standard denoising loss can provide effective global MCMC proposals for complex high-dimensional target densities. The method is motivated by the observation that sequentially applying a forward and reverse diffusion process defines a Markov chain with a target stationary distribution for an ideal denoiser trained on samples of the target distribution. This observation can be made exact for any denoiser by applying a Metropolis-Hastings step whose acceptance ratio includes the density of the forward and reverse paths of a discrete time SDE approximation. We therefore propose to train denoising diffusion models on locally convergent MALA samples to learn global MCMC proposals. We call the composition of the global denoiser-based path sampler and a local MALA sampler Denoising Diffusion Monte Carlo (DDMC). Experiments show that DDMC can provide global proposals with high acceptance across a variety of complex target densities. Our results offer preliminary evidence that the established scaling behavior of standard diffusion training transfers directly to exact sampling from high-dimensional unnormalized densities.

Unified anomaly detection requires modeling highly heterogeneous normal data without access to anomalous samples. While foundation models like DINOv2 provide rich token representations, leveraging these spaces for explicit density estimation remains challenging. Energy-Based Models (EBMs) offer a principled formulation, but their training in high-dimensional token spaces is unstable due to anisotropy and strong cross-dimensional correlations, which degrades finite-step Markov Chain Monte Carlo (MCMC) sampling. We identify this instability as fundamentally geometric and introduce ReFP-AD (Rectified Flow Preconditioning for Anomaly Detection), which learns a geometric reparameterization that maps high-dimensional embeddings into a well-conditioned latent space via an optimal transport (OT)-coupled rectified flow. This preconditioning enables stable persistent contrastive divergence with preconditioned Stochastic Gradient Langevin Dynamics (SGLD) in full-dimensional token spaces. Anomaly scores are then derived from the learned energy landscape using gradient norms. Under a strict unified protocol on the MVTec-AD and VisA datasets, ReFP-AD achieves 98.6%/97.9% Image/Pixel AUROC on MVTec-AD and 97.3%/99.0% on VisA, outperforming prior unified EBM baselines by up to +10.8% in Image AUROC. Ablation experiments demonstrate that geometric reparameterization is critical for finite-step MCMC and accurate anomaly localization in high-dimensional token spaces. Code is available at https://github.com/CLendering/ReFP-AD

Energy-Based Models (EBMs) provide an interpretable framework for generative modeling of scientific data, but poor Markov Chain Monte Carlo mixing often limits their reliability. We introduce a training algorithm based on Parallel Trajectory Tempering (PTT), which exploits the continuity of the optimization path to maintain equilibrium sampling throughout learning. This enables stable and fast training on highly multimodal and data-scarce scientific datasets. Combined with reservoir sampling and adaptive optimization, PTT has a computational cost comparable to Persistent Contrastive Divergence, making it a practical replacement for standard training methods. It also provides direct estimates of thermalization times, equilibrium samples from trained models, and accurate log-likelihoods at essentially no additional cost. Experiments on Restricted Boltzmann Machines show that PTT consistently outperforms existing EBM training approaches. On discrete tabular data, it also surpasses state-of-the-art deep generative models, yielding higher-quality samples and greater robustness to overfitting and limited data. Our results make equilibrium maximum-likelihood training of EBMs practical and computationally efficient.

Prompt optimization adapts large language models (LLMs) without updating model parameters, but many automatic prompt optimizers remain heuristic search procedures over candidate instructions. This paper studies prompt optimization as Bayesian posterior sampling over discrete prompt tokens. We define a posterior distribution by combining a task likelihood term, which rewards prompts that explain input-output examples, with a language-model prior, which favors fluent instructions. This converts prompt optimization into an energy-based posterior sampling problem, for which gradients can be used to guide discrete Markov chain Monte Carlo (MCMC) proposals over vocabulary tokens. We refer to our framework as BayesPO, short for Bayesian Prompt Optimization. In this paper, BayesPO is instantiated with Markov chain Monte Carlo: it uses a Metropolis-Hastings corrected Gibbs-with-Langevin (GwL) proposal and integrates parallel tempering for global exploration of rugged LLM-induced energy landscapes. The concrete sampler further adapts the GwL sampler to the practical constraints of non-weight-tied LLM embeddings. Experiments with Qwen2.5 models show that the sampler discovers semantically meaningful prompts on diagnostic tasks, that parallel tempering helps escape a local optimum in a poetry completion task, and that post-optimizing APE prompts on 24 instruction-induction subtasks improves average accuracy from 60.04% to 63.23%. The study also reveals two main limitations: energy minimization may overfit small optimization sets, and the current sampler remains computationally expensive. These findings position Bayesian prompt sampling as a principled post-optimization tool and point to a promising direction for probabilistic prompt optimization.

Reconstructing 3D scenes from unordered images remains bottlenecked by expensive Structure-from-Motion (SfM) preprocessing and frozen pose interfaces. We present SalientGS, a unified SfM-to-3D Gaussian Splatting (3DGS) pipeline. Its central contribution is importance-guided Markov Chain Monte Carlo (MCMC) Gaussian allocation, which aggregates multi-view residuals into per-Gaussian underfit and redundancy signals. These signals define a smooth importance-weighted sampling distribution that biases both birth and relocation toward underfit regions. This reallocates capacity from well-fit areas without altering the underlying stochastic gradient Langevin dynamics (SGLD). SalientGS achieves end-to-end reconstruction in 15 minutes with state-of-the-art perceptual quality. The supplementary material provides dedicated sections for Per-Scene Qualitative Comparisons and Per-Image Learned Perceptual Image Patch Similarity (LPIPS) Analysis, including failure cases. Code and evaluation scripts are available at https://github.com/Six-Bit-TX/SalientGS.

Sampling from discrete Markov random fields (MRFs) is a hard problem. We study amplitude-encoded i.i.d. sampling for small MRFs where $2^n$ target probabilities are precomputed classically. This removes quantum exponential speedup but allows a clean comparison against classical MCMC based on independent circuit samples ($τ\approx 1$). Across 60 instances spanning five graph families (1k-step burn-in, 3k retained samples), the mean ESS ratios of Quantum to Single-Site Gibbs, Block Gibbs, Tuned-Block, and Parallel Tempering are $16.35$, $7.29$, $1.82$, and $1.79$, showing modern classical samplers substantially close this gap. Amortizing $O(2^n)$ preprocessing into wall-clock time, exact inverse-CDF sampling yields $17.7\text{M}$ ESS/s versus $488\text{K}$ ESS/s for the quantum sampler ($36\times$ mean rate, $153\times$ per-instance), confirming no wall-clock advantage. We characterize MCMC autocorrelation costs and benchmark amplitude-encoded state preparation at $n \in \{8,10,12\}$. An MPS scaling study ($n \le 40$) shows bond dimension $χ=32$ achieves $F=0.721\pm0.059$ at $n=40$. Finally, a matched-budget VQC vs. MPS comparison at $n \in \{8,10,12\}$ shows VQC fidelities fall far below MPS: $(F_{\mathrm{VQC}}, F_{\mathrm{MPS}}) = (0.31, 0.99), (0.21, 0.96), (0.17, 0.88)$ at compressions $10.7\times$, $34.1\times$, and $113.8\times$.

We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping. To mitigate these issues, we propose Gradient-free Riemannian Langevin Sampler (GRiLS), a novel proposal that improves exploration without requiring gradient evaluations of the target density. Our approach introduces a Riemannian metric which reshapes the local geometry in order to facilitate transitions across modes. The resulting gradient-free MCMC algorithm is particularly suitable for complex, computationally expensive targets where derivatives are unavailable or impractical. The GRiLS proposal requires knowing the mean and covariance of the target density, which we estimate using an ensemble of interacting particles. Empirical results on multimodal benchmarks demonstrate that GRiLS achieves improved mixing compared to existing gradient-based and gradient-free MCMC approaches.

We present a simple, yet general approach to study the scaling properties as the dimensionality of Metropolised MCMC sampling algorithms increases. The study relies on the symmetries of the Hamiltonian formalism and ultimately on the symmetry of the Metropolis-Hastings formula. Our findings contain, as particular cases, many known results for the Random Walk Metropolis, MALA and other algorithms. In addition, they provide, in an easy way, new optimal scaling results for a variety of proposal mechanisms, including implicit proposals and proposals generated with the help of differential equation integrators. The analysis applies to targets that are products of a given, not necessarily univariate distribution, and also to cases where the different terms in the product are scaled differently. We show how to construct gradient-based MALA-like proposals where the variance of the proposal as the dimension $d$ increases may be taken as $O(1/d^μ)$, with $μ>0$ arbitrarily small, to be compared with the values $μ= 1$ for Random Walk Metropolis and $μ=1/3$ for MALA.

We introduce a novel technique for scalable sampling of spin-system states with continuous symmetries using diffusion models. By applying our approach to the XY model, a fundamental continuous-spin model in condensed matter physics, we show that our technique addresses the shortfalls of the Markov chain Monte Carlo (MCMC) in generalization to varying system sizes. More specifically, we show that training a temperature-conditioned diffusion model on smaller-size XY model lattices enables the generation of accurate samples in larger lattice sizes. By tracking physically important observables of the model, such as spin correlations, our experiments demonstrate that diffusion sampling followed by a few MCMC steps reduces the thermalization time by an order of magnitude relative to the standard MCMC with random initialization. Our study provides valuable insight as to how generative models can be used to study continuous-state condensed matter systems at scale.

Mechanistic epidemiological models are widely used to support infectious disease forecasting and public-health decision making. Bayesian calibration of such models is commonly performed using Markov chain Monte Carlo (MCMC), which can become computationally expensive for high-dimensional nonlinear systems and repeated near-real-time analyses. Here, we investigate simulation-based inference (SBI) using neural posterior estimation as a scalable alternative for Bayesian calibration of a mechanistic SECIR epidemiological model using COVID-19 intensive care unit (ICU) occupancy data from Germany during 2020. We compared SBI and MCMC across multiple epidemic phases using both 31-day inference windows and a substantially more challenging 201-day reconstruction problem involving multiple transmission change points. Posterior agreement was evaluated quantitatively using Wasserstein distances and Kullback-Leibler divergences together with posterior predictive checks. Across the 31-day windows, SBI recovered posterior distributions in strong agreement with MCMC while accurately reproducing observed ICU trajectories. In the 201-day setting, SBI preserved the dominant posterior structure despite increased uncertainty. SBI, by combining CPU and GPU resources, substantially reduced computational runtime compared with MCMC, which was restricted to running on CPUs. Whereas MCMC required approximately 1000 seconds for the 31-day inference problems, SBI achieved comparable posterior and predictive performance in approximately 60-70 seconds on a single GPU. For the 201-day inference problem, SBI required an average of 157 seconds, while the MCMC runs took over 19,000 seconds. Our results demonstrate that SBI provides a rapid and computationally efficient framework for Bayesian calibration of mechanistic epidemiological models, supporting repeated near-real-time inference and rapid outbreak analysis.

Estimating parameters of dynamical systems from sparse, noisy, and irregularly sampled data is often severely ill-conditioned. When multiple related datasets are available, they provide additional information if the shared structure and variability are properly modeled. We propose a hierarchical Bayesian framework for probabilistic meta-learning in dynamical systems, modeling dataset-specific parameters as draws from a shared population distribution. A numerical ODE solver is embedded within gradient-based MCMC to enable efficient posterior inference of the shared population and dataset-specific parameter distribution. Experiments show improved predictive performance over unpooled methods, highlighting the potential for data-efficient system identification in settings with sparse data.

Extracting interpretable governing equations from sparse, noisy chemical time-series data remains difficult because discrete reaction topology and continuous kinetic parameters are tightly coupled. We present PC-MCMC-CIGP, a reproducible gray-box workflow that combines spike-and-slab topology sampling, hard conservation and thermodynamic screening, and a Chemical-Informed Gaussian Process (CIGP) residual model for parameter calibration and experimental design. The methodological contribution is not a new MCMC or GP family in isolation; rather, it is the integration of these components into a physically constrained workflow with explicit uncertainty-aware acquisition choices. On the H2 + Br2 benchmark, the constrained sampler distinguishes elementary radical pathways from deceptive phenomenological fits in our experiments. On styrene epoxidation, the CIGP optimization loop improves final yield by 12.5% over the reported GP-BO baseline. A new 10-seed acquisition study shows that EI, GWU, PC-EI, uncertainty sampling, discrepancy hunting, and random search have different trade-offs: PC-EI substantially reduces low-yield BO suggestions, while EI-style criteria give the strongest final-yield performance.

Online learning in non-stationary streams is often formulated as tracking a point estimate, but many applications require predicting the full data-generating distribution. We study online distributional prediction under drift and adversarial corruption. Our approach represents each candidate law through a latent cluster geometry: a variable-size configuration of centers that organizes probability mass and induces a predictive distribution. A Gibbs quasi-posterior over these configurations yields an online predictor by posterior averaging, and the resulting variable-dimensional posterior can be sampled with reversible-jump MCMC. The method therefore avoids specifying a parametric streaming law while retaining a structured latent space for uncertainty, regularization, and comparison. We evaluate performance by cumulative Wasserstein-1 regret against the time-varying true law. The analysis separates two effects: corruption perturbs the loss-based posterior update, whereas drift makes long-horizon posterior memory stale. We address the latter with a restarted variant that temporally localizes the same quasi-Bayesian update. The resulting high-probability bounds decompose into a PAC-Bayesian complexity term, a corruption-sensitive posterior perturbation term, and a dynamic optimal-transport term driven by $A_T^{\mathrm{OT}}=\sum_{t=2}^T W_2^2(p_{t-1}^*,p_t^*)$. Under bounded support, stable latent geometry, predictive-map regularity, oracle realizability, localized restart windows, sublinear transport action, and sublinear corruption budget, the restarted predictor achieves sublinear cumulative Wasserstein regret. These guarantees require no parametric model for the stream, drift mechanism, or corruption process.

Sampling from complex, unnormalized probability densities is a fundamental challenge in Bayesian inference and probabilistic modeling. While Markov chain Monte Carlo (MCMC) methods provide asymptotic guarantees, they often suffer from slow mixing and high computational costs due to fixed or manually tuned trajectory lengths. In this work, we propose a novel framework that treats trajectory termination as a learnable component of the sampling dynamics. By framing MCMC within the theory of non-acyclic generative flow networks (GFlowNets), we train state-dependent neural classifiers to decide when a trajectory has reached a high-density region and should terminate. We theoretically establish the connection between optimal classifiers and the target density via detailed balance conditions and introduce a multilevel training scheme to facilitate exploration in complex geometries. Experimental results across various benchmark densities demonstrate that our approach significantly reduces average trajectory lengths while improving mode coverage and mixing compared to standard MCMC baselines.

Sampling from the sequence-level power distribution $p^α$ elicits RL-level reasoning from base language models without any parameter updates, but the standard Metropolis--Hastings (MH), a Markov Chain Monte Carlo (MCMC) sampler, is both expensive and slow-mixing. We trace both to a structural mismatch: $p^α$ mainly departs from $p$ at a sparse, spatially clustered set of high-entropy decision points, yet MH proposes resampling positions uniformly along the prefix -- wasting compute on near-degenerate conditionals while under-mixing precisely where modes diverge. We propose Entropy-Guided Power Sampling (EGPS), a training-free and verifier-free sampler that re-derives its proposal from token-level entropy already in the forward pass. EGPS skips deterministic blocks, localizes each MCMC move to a high-entropy neighborhood, and applies Multiple-Try Metropolis at decision points -- making sampling cost scale with \emph{entropy mass rather than sequence length}. On Qwen2.5-Math-7B, EGPS reaches best or tied-best accuracy on all three benchmarks (MATH500 $75.8\%$, HumanEval $62.2\%$, GPQA $42.4\%$) at up to a $12.6\times$ wall-clock speedup over the MH baseline.

In Bayesian mixture models and other exchangeable-component models, the posterior is invariant under permutation of component labels, creating m! equivalent modes-the label-switching problem. Standard MCMC methods either mix poorly across these modes or rely on post-hoc relabelling that cannot guarantee the sampler has converged. We propose Folded Transport MCMC (FolT-MCMC), which eliminates label switching before sampling by restricting the Markov chain to a fundamental domain-a sorted or reflected subspace containing exactly one representative from each symmetric mode. The proposal is a learned normalising flow whose density is symmetrised over the group orbits, ensuring correct targeting on the reduced space. We show that this construction preserves a computable convergence diagnostic based on the oscillation of the log-density ratio, and that the diagnostic becomes sharper on the fundamental domain whenever the original-space flow under-covers one or more symmetric modes. Experiments on Gaussian mixtures (d=2-20), label-switching targets (up to 24 equivalent modes), a standard Bayesian three-component mixture posterior, and real accelerometer data from a supertall building show improvement ratios of 2x to 145x, with the folded diagnostic stable across dimensions while the unfolded diagnostic collapses.

Electoral redistricting in Ireland's Proportional Representation Single Transferable Vote (PR-STV) system faces the challenge of selecting an optimally representative set of electoral boundaries from an enormous set of possible configurations, and where ``representative'' is a delicate balance of constitutional objectives that are often in tension with one another. We present the first computational framework for Irish electoral redistricting that systematically optimises across multiple constitutional requirements while making trade-offs explicit and quantifiable. The electoral redistricting problem is parsed using statistical physics, where constitutional objectives are considered as terms in a Potts Hamiltonian. Markov Chain Monte Carlo (MCMC) methods and simulated annealing are employed to minimise this objective function, systematically exploring this configuration space, with coupling constants as proxies for objective weightings. Multi Criterion Decision Analysis (MCDA) and Pareto Optimality is then utilised to remedy the ambiguity in choosing a certain objective weighting combination over others. With respect to proportional representation and compactness objectives evaluated in County Cork, COTHROM consistently improves on the existing legal constituency boundaries for a range of objective weightings.

Transport MCMC trains a normalizing flow to precondition Metropolis--Hastings proposals, achieving high empirical efficiency on challenging posteriors; yet no prior work produces a numerically non-vacuous, rigorous spectral-gap bound for such samplers. We establish the first such bounds. For independence MH on the banana family we certify (γ^\ast = 0.828) at (D = 2) (covering in the original space) and (γ^\ast \ge 7.6\times 10^{-4}) at (D = 5) (covering in an analytically unwarped Gaussian space with a grid-certified gradient bound under the stated numerical Lipschitz certification), both rigorous at 95% confidence. The framework rests on three pillars: (i) spectral normalization with reduced scale clips constrains the flow Lipschitz constant from (10^{47}) to (10^4); (ii) a coverage-based empirical oscillation bound replaces the vacuous analytical bound with a data-dependent certificate; and (iii) oscillation-regularised training cuts the empirical oscillation by 60--90% at no cost to density fit, extending practical certificates through (D = 20) ((γ^\ast \ge 1.7\times 10^{-4})). Tests on four further targets (Gaussian mixture, shear-building, Neal's funnel, Bayesian logistic regression) identify three precise barriers: boundary curvature, target stiffness, and tail-coverage mismatch. An affine-vs-spline comparison shows that simpler architectures yield tighter certificates at identical NLL, inverting the usual expressiveness hierarchy.

Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified. Existing theory that provides tuning guidance relies on continuous-time limits or strong statistical assumptions, which can become quantitatively inaccurate in these regimes. We address these shortcomings by proposing new discrete-time approximations to SG(L)D with and without momentum, which enables accurate predictions of the stationary covariance, iterate average covariance, and integrated autocorrelation time. Moreover, we prove quantitative, non-asymptotic error bounds showing that these estimates are sufficiently accurate for practical tuning and uncertainty quantification. Numerical experiments demonstrate that our theory yields improved tuning guidance across a range of models and data-generating distributions where existing approaches fail, including when using the $β$-divergence rather than log-loss to obtain statistically robust inferences.

We propose CerT-MCMC, a framework that equips learned-transport Markov chain Monte Carlo with automatic, rigorous convergence certificates. A normalising flow maps a Gaussian reference to an approximation of the target posterior; the same flow then serves as both the independence Metropolis-Hastings proposal and the basis for a computable spectral-gap bound. We develop two complementary certificates. The covering certificate bounds the weight-ratio oscillation over the full proposal support via finite-sample covering arguments, yielding full-support spectral-gap bounds when a conservative gradient bound is available; its correction term scales as O(n^{-1/D}), making it rapidly weak and eventually vacuous as dimension increases. We prove a matching Omega(n^{-1/D}) lower bound, establishing that this barrier is intrinsic to pointwise Lipschitz certification. The quantile-core certificate restricts attention to a high-probability residual core on which the oscillation is controlled by one-dimensional empirical quantiles, with a finite-sample probability slack of O(n^{-1/2}), independent of the ambient dimension. On synthetic targets (D=2-20), structural-engineering posteriors (D=6,8), real-data logistic regression on the Heart Disease data set (D=13), and synthetic Bayesian logistic regression (D=20), the quantile-core certificate delivers non-vacuous spectral-gap bounds where the covering certificate is vacuous, and its spectral-gap proxy tracks empirical effective sample sizes within 7%. A negative control experiment confirms that the certificate discriminates flow quality by a factor exceeding 10x, whereas acceptance rates differ by only 1.15x. To our knowledge, the dual-certificate framework is the first to provide automatic, dimension-aware convergence certificates for learned-transport MCMC, distinguishing genuine transport failure from proof-technique limitations.

We study true self-avoiding walk (TSAW) as a mechanism for improving empirical integral estimation via Markov chain Monte Carlo (MCMC). We consider finite-state adaptive sampling dynamics associated with an irreducible Markov kernel $P$ on a finite set, with stationary distribution $π$, in which the transition probabilities are penalized according to empirical overuse. Our main result is that the empirical occupation counts $L_t(i)$ and transition counts $N_t(i,j)$ of the resulting TSAW-based walk satisfy $$L_t(i)-tπ_i = O(\sqrt{\log t}) \quad\text{and}\quad N_t(i,j)-tπ_iP_{ij}=O(\sqrt{\log t}) \qquad\text{almost surely}$$ for every state $i$ and every edge $(i,j)$ with $P_{ij}>0$. Consequently, for every bounded function $f:V\to\mathbb R$, the error of our integral estimator converges as $$\left|\frac1t\sum_{s=0}^{t-1} f(X_s)-\sum_{i\in V}π_i f(i)\right| = O\left(\frac{\sqrt{\log t}}{t}\right) \qquad\text{almost surely}.$$ These results show that, in contrast with the usual $t^{-1/2}$ error scaling for empirical averages under standard random-walk-based methods, TSAW-based estimator yields empirical integral errors of order $O(\sqrt{\log t}/t)$ almost surely, thereby achieving a substantially sharper dependence on the sample size $t$.

This paper extends MST-Direct, a Matching-via-Sinkhorn-Transport approach for multivariate geostatistical simulation, from the original bivariate, unconditional, small-grid formulation to multivariate, conditional, and large-grid settings. We address the three main limitations identified in the original work: (i) scalability beyond a few thousand nodes through a sparse, candidate-restricted Sinkhorn matcher with O(nC) memory complexity; (ii) extension to multiple variables by matching target value tuples onto an independent FFT-MA Gaussian backbone that reproduces a prescribed variogram; and (iii) hard-data conditioning by fixing observed data tuples at their spatial locations while conditioning the backbone through kriging. Because the transport plan remains a permutation of the target tuples, the multivariate joint distribution is preserved exactly. The method is validated using the same six-variate, heteroscedastic, strongly nonlinear reference distribution employed in Direct Multivariate Simulation (DMS), under both unconditional (200x200) and conditional (100x100, 200 hard-data samples) scenarios, and is benchmarked against the Projection Pursuit Multivariate Transform (PPMT). Results show that MST-Direct reproduces the joint distribution with zero histogram error, exactly honours hard data, and accurately reproduces the prescribed spatial correlation structure, whereas PPMT remains an approximation. Index Terms-Optimal transport, Sinkhorn algorithm, geostatistical simulation, multivariate simulation.

The Normalized Maximum Likelihood (NML) codelength, or stochastic complexity, represents a principled criterion for universal coding. While recent coarea-based formulations provided a calculation method for smooth models, this framework collapses for the non-smooth estimators ubiquitous in modern machine learning (e.g., Lasso, Sparse SVMs). In this work, we provide a rigorous framework for computing the NML for regular path-differentiable Lipschitz (PDL) estimators. By applying classical geometric measure theory and bridging the coarea formula with conservative Jacobians, we prove that the stochastic complexity for non-smooth models is well-posed and theoretically consistent with the outputs of modern Automatic Differentiation. To compute this quantity exactly, we introduce the Propose-and-Project Metropolis-Hastings (PDL-PPMH) sampler, a geometric MCMC algorithm capable of traversing the non-differentiable level sets of the maximum likelihood estimator. We theoretically justify its components, including a stochastic tangent space proposal and a provably convergent non-smooth projection solver. We demonstrate the method's robustness by sampling from a high-dimensional Lasso posterior ($P=2000$), while simultaneously quantifying the computational scaling that governs the trade-off between exactness and mixing time. Crucially, we empirically demonstrate that our exact NML criterion provides a highly data-efficient alternative to cross-validation, achieving statistically indistinguishable predictive optima without requiring data splitting. Altogether, our work paves the way for the theoretical analysis of the NML codelength for regular non-smooth models.

Coding and computation remain major bottlenecks in Markov chain Monte Carlo (MCMC) workflows, especially as modern sampling algorithms have become increasingly complex and existing probabilistic programming systems remain limited in model support, extensibility, and composability. We introduce \textbf{AI4BayesCode}, an extensible LLM-driven system that translates natural-language Bayesian model descriptions into runnable, validated MCMC samplers. To improve reliability, AI4BayesCode adopts a modular design that decomposes models into modular sampling blocks and maps each block to a built-in sampling component, reducing the need to implement complex sampling algorithms from scratch. Reliability is further improved through pre-generation validation of model specifications and post-generation validation of generated sampler code. AI4BayesCode also introduces a novel recursively stateful coding paradigm for MCMC, allowing modular sampling components, potentially developed by different contributors, to be composed coherently within larger MCMC procedures. We develop a benchmark suite to evaluate AI4BayesCode for sampler-generation. Experiments show that AI4BayesCode can implement a wide range of Bayesian models from natural-language descriptions alone. As an open-ended system, its capability can continue to expand with improvements in the underlying AI agent and the addition of new built-in blocks.

Construction projects frequently experience schedule delays and forecasting uncertainty due to variability in labor productivity, material availability, weather conditions, and project coordination. Conventional deterministic scheduling methods such as the Critical Path Method (CPM) assume fixed activity durations and therefore cannot adequately represent dynamic project uncertainty. This study presents a Bayesian-Monte Carlo probabilistic schedule updating framework for construction digital twin environments. The proposed methodology integrates stochastic activity-duration modeling, Bayesian recursive updating, Monte Carlo simulation, and uncertainty propagation within a unified computational framework for adaptive schedule forecasting. Activity durations are modeled using lognormal probability distributions and continuously updated through Bayesian inference as new project observations become available. Monte Carlo simulation is then used to propagate updated uncertainty throughout project networks and generate probabilistic completion-time forecasts, delay-risk estimates, and activity criticality measures. Simulation experiments using PSPLIB benchmark project networks demonstrate that the proposed framework improves forecasting accuracy and uncertainty representation compared with deterministic CPM and static probabilistic scheduling approaches. The framework further supports adaptive project forecasting through integration of BIM reports, drone observations, IoT telemetry, productivity logs, and site monitoring data.

Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully defined, requiring new solutions to be generated at a high cadence across varying parameter values. When combined with the indirect approach to optimal control, diffusion models can accelerate this search by learning distributions that represent high-quality initial costates. However, generating training data remains expensive, and opportunities exist to better exploit past data. We propose a transfer-learning framework that combines homotopy in a mission parameter with Markov chain Monte Carlo (MCMC) to generate training data more efficiently. The approach reformulates a multiobjective optimization problem as sampling from an unnormalized target distribution in costate space. We compare three MCMC algorithms on a planar multi-revolution transfer in the circular restricted three-body problem, with homotopy in the system mass parameter. The results show that gradient-based MCMC variants achieve the best trade-off between sample quality and computational cost. For the test transfer, the proposed framework generates 40 % more feasible solutions and achieves a higher-quality Pareto front than a state-of-the-art indirect approach based on adjoint control transformations and gradient-based optimization. Finally, the MCMC-generated samples are used to fine-tune a diffusion model conditioned on the mass parameter, enabling it to learn a global representation of the underlying solution distribution and efficiently generate new solutions. These findings establish the transfer-learning framework as a practical method for efficiently solving indirect trajectory optimization problems with varying parameters.

Atlas-based approaches allow high-quality, patient-specific shape reconstructions of cardiac anatomy from sparse and/or noisy data such as point clouds. However, these methods are mainly prior-driven, so the impact of uncertainty can be large, limiting their clinical reliability. We propose a probabilistic framework for uncertainty-aware cardiac shape reconstruction that combines Deep Signed Distance Functions (DeepSDFs) with Markov Chain Monte Carlo (MCMC) sampling. Cardiac geometries are modeled implicitly as zero-level sets of a neural network conditioned on learned latent codes, enabling multi-surface reconstruction of the left and right ventricles. By interpreting the reconstruction loss as a log-likelihood, we perform Bayesian inference in the latent space to obtain both maximum a posteriori (MAP) and posterior-sampled reconstructions. Experiments on a public cardiac dataset show that our approach produces accurate reconstructions and well-calibrated uncertainty estimates.

Antibody therapeutics are among the most successful modern medicines, yet computationally designing antibodies with desirable binding and developability properties remains challenging. While protein language models (pLMs) have emerged as powerful tools for antibody sequence design, existing approaches largely suffer from two key limitations: they predominantly memorize germline sequences rather than modeling biologically meaningful somatic variation, and they offer limited support for flexible classifier-guided conditional generation. We address these challenges through two primary contributions. First, we demonstrate that discrete diffusion fine-tuning achieves strong language modeling performance on antibody sequences while allowing for generation conditioned on any off-the-shelf classifier. Second, we introduce germline absorbing diffusion, a novel modification of the discrete diffusion noise process in which the germline sequence - rather than a masked sequence - serves as the absorbing state. This biologically motivated inductive bias restricts the model to learning the trajectory from germline to observed sequence, effectively excluding genetic variation and V(D)J recombination statistics from the learned distribution and dramatically mitigating germline bias. We show that germline diffusion improves non-germline residue prediction accuracy from 26 percent to 46 percent, approaching the theoretical upper bound set by true biological variability. We then demonstrate the utility of our germline diffusion model on the conditional generation tasks of sampling antibodies with improved hydrophobicity and predicted binding affinity. On both tasks our model shows an improved tradeoff between class adherence and sample quality, significantly outperforming EvoProtGrad, a popular strategy to sample from pLMs with gradient-based discrete Markov Chain Monte Carlo.

Effective sample size is a standard summary of Markov chain Monte Carlo output, but it is usually attached to scalar or Euclidean summaries chosen by the analyst. For manifold-valued samples this choice is not canonical: coordinate-wise effective sample sizes can change under rotations, chart changes, or alternative embeddings of the same underlying path. We propose an intrinsic effective sample size based on kernel discrepancy. The proposed quantity is the number of independent draws that would yield the same expected squared kernel discrepancy between the empirical distribution and the target distribution. This gives an exact finite-sample risk interpretation, an asymptotic integrated-autocorrelation representation, and a coordinate-free diagnostic whenever the kernel respects the geometry of the state space. We establish invariance under transported kernels, operator and principal-direction interpretations, and consistency of a lag-window estimator under boundedness and absolute-regularity conditions. We also discuss valid kernel constructions on manifolds, emphasizing that geodesic Gaussian kernels are not generally positive definite on curved spaces. Sphere experiments illustrate rotation invariance and calibration of the proposed diagnostic against empirical distributional error.

We propose Decentralized Proximal Stochastic Gradient Langevin Dynamics (DE-PSGLD), a decentralized Markov chain Monte Carlo (MCMC) algorithm for sampling from a log-concave probability distribution constrained to a convex domain. Constraints are enforced through a shared proximal regularization based on the Moreau-Yosida envelope, enabling unconstrained updates while preserving consistency with the target constrained posterior. We establish non-asymptotic convergence guarantees in the 2-Wasserstein distance for both individual agent iterates and their network averages. Our analysis shows that DE-PSGLD converges to a regularized Gibbs distribution and quantifies the bias introduced by the proximal approximation. We evaluate DE-PSGLD for different sampling problems on synthetic and real datasets. As the first decentralized approach for constrained domains, our algorithm exhibits fast posterior concentration and high predictive accuracy.

Energy-based models (EBMs) are a flexible class of deep generative models and are well-suited to capture complex dependencies in multimodal data. However, learning multimodal EBM by maximum likelihood requires Markov Chain Monte Carlo (MCMC) sampling in the joint data space, where noise-initialized Langevin dynamics often mixes poorly and fails to discover coherent inter-modal relationships. Multimodal VAEs have made progress in capturing such inter-modal dependencies by introducing a shared latent generator and a joint inference model. However, both the shared latent generator and joint inference model are parameterized as unimodal Gaussian (or Laplace), which severely limits their ability to approximate the complex structure induced by multimodal data. In this work, we study the learning problem of the multimodal EBM, shared latent generator, and joint inference model. We present a learning framework that effectively interweaves their MLE updates with corresponding MCMC refinements in both the data and latent spaces. Specifically, the generator is learned to produce coherent multimodal samples that serve as strong initial states for EBM sampling, while the inference model is learned to provide informative latent initializations for generator posterior sampling. Together, these two models serve as complementary models that enable effective EBM sampling and learning, yielding realistic and coherent multimodal EBM samples. Extensive experiments demonstrate superior performance for multimodal synthesis quality and coherence compared to various baselines. We conduct various analyses and ablation studies to validate the effectiveness and scalability of the proposed multimodal framework.

Time-series data augmentation plays a crucial role in regression-oriented forecasting tasks, where limited data restricts the performance of deep learning models. While Generative Adversarial Networks (GANs) have shown promise in synthetic time-series generation, existing approaches primarily focus on matching marginal data distributions and often overlook the temporal dynamics that naturally exist in the original multivariate time series. When generating multivariate time series, this mismatch leads to distribution shift and temporal drift, thereby degrading the fidelity of the synthetic sequences. In this work, we propose a model-agnostic Markov Chain Monte Carlo (MCMC)-based framework to mitigate distribution shift and preserve temporal dynamics in synthetic time series. We provide a theoretical analysis of how conditional generative models accumulate deviations under sequential generation and demonstrate that the MCMC algorithm can correct these discrepancies by enforcing consistency with empirical transition statistics between neighboring time points. Extensive experiments on the Lorenz, Licor, ETTh, and ILI datasets using RCGAN, GCWGAN, TimeGAN, SigCWGAN, and AECGAN demonstrate that the proposed MCMC framework consistently improves autocorrelation alignment, skewness error, kurtosis error, R$^2$, discriminative score, and predictive score. These results suggest that synthetic time series consistent with the original data require explicit preservation of transition laws rather than solely relying on adversarial distribution matching, thereby offering a principled direction for improving generative modeling of time-series data.

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed that incorporate neural networks to enhance their performance for specific Bayesian model updating problems. However, a common challenge with these approaches lies in the fact that the embedded neural networks often necessitate retraining when faced with new tasks, a process that is time-consuming and significantly undermines the competitiveness of these methods. This paper introduces a newly developed adaptive meta-learning stochastic gradient Hamiltonian Monte Carlo (AM-SGHMC) algorithm. The idea behind AM-SGHMC is to optimize the sampling strategy by training adaptive neural networks, and due to the adaptive design of the network inputs and outputs, the trained sampler can be directly applied to various Bayesian updating problems of the same type of structure without further training, thereby achieving meta-learning. Additionally, practical issues for the feasibility of the AM-SGHMC algorithm for structural dynamic model updating are addressed, and two examples involving Bayesian updating of multi-story building models with different model fidelity are used to demonstrate the effectiveness and generalization ability of the proposed method.

Bayesian finite mixture models can identify discrete risk clusters (low-risk vs. high-risk equipment), but face three critical bottlenecks: (1) insufficient degradation signals from coarse state discretization, (2) unstable cluster identification when data inherently supports fewer clusters than explored, and (3) computational infeasibility of Markov Chain Monte Carlo (MCMC) methods for production deployment (7+ hours per model). We propose a practical framework combining (1) 8-state global percentile discretization that amplifies degradation events, (2) 30-dimensional feature engineering integrating statistical trends (22 features), continuous health indicators, and text embeddings (PCA-compressed to 3 dimensions), (3) interpretable model selection rules enforcing minimum cluster share and separation alongside WAIC, and (4) Automatic Differentiation Variational Inference (ADVI) with full-rank covariance for stable, fast estimation. Applied to 280 industrial pump equipment with 104,703 inspection records, we demonstrate: (1) Random effect models (baseline) show ADVI and NUTS produce nearly identical estimates with 15$\times$ speedup, validating ADVI accuracy. (2) Finite mixture models identify optimal number of clusters with interpretability constraints. (3) NUTS exhibits severe convergence issues and label switching, while ADVI provides stable results in 84$\times$ less time. We contributed that (1) First demonstration that fine-grained state discretization (8-state) is essential for mixture model stability in survival analysis.(2) Comprehensive feature engineering strategy combining statistical, continuous, and semantic signals. (3) Practical interpretability rules preventing overfitting in automated model selection. (4) Empirical evidence that ADVI outperforms NUTS for finite mixture models in terms of convergence, stability, and computational efficiency.

The quadratic assignment problem (QAP) is a fundamental NP-hard task that poses significant challenges for both traditional heuristics and modern learning-based solvers. Existing QAP solvers still struggle to achieve consistently competitive performance across structurally diverse real-world instances. To bridge this performance gap, we propose PLMA, an innovative permutation learning framework. PLMA features an efficient warm-started MCMC finetuning procedure to enhance deployment-time performance, leveraging short Markov chains to anchor the adaptation to the promising regions previously explored. For rapid exploration via MCMC over the permutation space, we design an additive energy-based model (EBM) that enables an $O(1)$-time 2-swap Metropolis-Hastings sampling step. Moreover, the neural network used to parameterize the EBM incorporates a scalable and flexible cross-graph attention mechanism to model interactions between facilities and locations in the QAP. Extensive experiments demonstrate that PLMA consistently outperforms state-of-the-art baselines across various benchmarks. In particular, PLMA achieves a near-zero average optimality gap on QAPLIB, exhibits remarkably superior robustness on the notoriously difficult Taixxeyy instances, and also serves as an effective QAP solver in bandwidth minimization.

Bayesian Deep Ensembles (BDEs) represent a powerful approach for uncertainty quantification in deep learning, combining the robustness of Deep Ensembles (DEs) with flexible multi-chain MCMC. While DEs are affordable in most deep learning settings, (long) sampling of Bayesian neural networks can be prohibitively costly. Yet, adding sampling after optimizing the DEs has been shown to yield significant improvements. This leaves a critical practical question: How long should the sequential sampling process continue to yield significant improvements over the initial optimized DE baseline? To tackle this question, we propose a stopping rule based on E-values. We formulate the ensemble construction as a sequential anytime-valid hypothesis test, providing a principled way to decide whether or not to reject the null hypothesis that MCMC offers no improvement over a strong baseline, to early stop the sampling. Empirically, we study this approach for diverse settings. Our results demonstrate the efficacy of our approach and reveal that only a fraction of the full-chain budget is often required.

The inverse Potts problem for estimating evolutionary single-site fields and pairwise couplings in homologous protein sequences from their single-site and pairwise amino acid frequencies observed in their multiple sequence alignment would be still one of useful methods in the studies of protein structure and evolution. Since the reproducibility of fields and couplings are the most important, the Boltzmann machine method is employed here, although it is computationally intensive. In order to reduce computational time required for the Boltzmann machine, parallel, persistent Markov chain Monte Carlo method is employed to estimate the single-site and pairwise marginal distributions in each learning step. Also, stochastic gradient descent methods are used to reduce computational time for each learning. Another problem is how to adjust the values of hyperparameters; there are two regularization parameters for evolutionary fields and couplings. The precision of contact residue pair prediction is often used to adjust the hyperparameters. However, it is not sensitive to these regularization parameters. Here, they are adjusted for the fields and couplings to satisfy a specific condition that is appropriate for protein conformations. This method has been applied to eight protein families.

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as is the case with text data. Sequential Monte Carlo (SMC) methods give a natural way of representing and updating this uncertainty over time, but have prohibitive memory requirements for large-scale problems. We propose a novel SMC algorithm that decomposes clustering problems into approximately independent subproblems, allowing a more compact representation of the algorithm state. Our approach is motivated by the knowledge base construction problem, and we show that our method is able to accurately and efficiently solve clustering problems in this setting and others where traditional SMC struggles.

Efficient sampling from Boltzmann distributions over discrete variables is a fundamental operation in a wide range of applications. While fast non-MCMC samplers have recently emerged as promising alternatives to conventional MCMC methods, their practical use for probabilistic learning remains hindered by the difficulty of estimating the effective temperature of the generated samples. In this work, we begin by introducing Langevin simulated bifurcation (LSB), a Boltzmann sampler that enables fast and parallel sampling with accuracy comparable to sequential MCMC methods. To address the challenge of unknown effective temperature, we propose conditional expectation matching (CEM), an efficient estimation method applicable to energy-based models (EBMs) with exploitable conditional independence structures. Building on these components, we further develop a learning framework, termed sampler adaptive learning (SAL), which adaptively adjusts the model temperature to match that of the distribution induced by fast non-MCMC sampling. We demonstrate the effectiveness of LSB, CEM, and SAL on semi-restricted Boltzmann machines (SRBMs), a class of EBMs that are difficult to train using conventional approaches. LSB achieves orders-of-magnitude acceleration over Gibbs sampling while maintaining comparable or higher accuracy, and CEM enables accurate temperature estimation of the resulting distribution with negligible computational overhead. As a consequence, SAL enables efficient training of SRBMs and outperforms conventional Boltzmann machine learning methods on synthetic spin-glass datasets. In addition, the trained models achieve strong performance across multiple tasks. These results establish LSB as a fast and accurate Boltzmann sampler and provide key insights that enable practical applications of fast non-MCMC sampling methods via efficient temperature estimation with CEM.

Novel Markov Chain Monte Carlo (MCMC) methods have enabled the generation of large ensembles of redistricting plans modeled as a graph partitioning problem. However, existing algorithms such as Reversible Recombination (RevReCom) and Metropolized Forest Recombination (MFR) have strong preferences for distributions related to the spanning tree measure. In this paper we introduce the Marked Edge Walk (MEW), a novel Markov chain proposal for sampling from the space of graph partitions. The walk operates on the space of spanning trees with marked edges, allowing for calculable transition probabilities for use in the Metropolis-Hastings algorithm. Empirical results on real-world dual graphs show convergence under a broad class of target distributions less constrained by spanning tree counts, including policy-based distributions, such as competitiveness on New Hampshire that are independent of spanning trees, and compactness and partisan symmetry distributions on New Hampshire and Texas that, while related to spanning trees, can now be properly targeted with a smaller degree of spanning tree bias, which represents an advancement in flexible ensemble generation.

In this work, we propose a flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods that rely on random sampling within the Bayesian framework, our approach first leverages flow matching posterior estimation (FMPE) to efficiently constrain the prior range of physical parameters, and then employs MCMC to accurately infer the posterior distribution. For example, in the orbital parameter inference of beta Pictoris b, our model achieved a substantial speed-up while maintaining comparable accuracy-running 77.8 times faster than Parallel Tempered MCMC (PTMCMC) and 365.4 times faster than nested sampling. Moreover, our FM-MCMC method also attained the highest average log-likelihood among all approaches, demonstrating its superior sampling efficiency and accuracy. This highlights the scalability and efficiency of our approach, making it well-suited for processing the massive datasets expected from future exoplanet surveys. Beyond astrophysics, our methodology establishes a versatile paradigm for synergizing deep generative models with traditional sampling, which can be adopted to tackle complex inference problems in other fields, such as cosmology, biomedical imaging, and particle physics.

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA, we show that Gaussian invariant sampling can lead to ergodic estimators with improved statistical efficiency. This is due to a remarkable property of Gaussian invariance that allows us to obtain exact analytical solutions to the Poisson equation for Gaussian targets. These solutions can be used to construct efficient and easy to use control variates for variance reduction of estimators under any intractable target. We demonstrate the new samplers and estimators in several examples, including high dimensional targets in latent Gaussian models where we compare against several advanced methods and obtain state-of-the-art results. We also provide theoretical results regarding geometric ergodicity, and an optimal scaling analysis that shows the dependence of the optimal acceptance rate on the Gaussianity of the target.