Papers › LSB: Local Self-Balancing MCMC in Discrete Spaces

LSB: Local Self-Balancing MCMC in Discrete Spaces

8 Sep 2021NeurIPS 2021 12arXiv:2109.03867archive 2025-07-28

Emanuele Sansone

We present the Local Self-Balancing sampler (LSB), a local Markov Chain Monte Carlo (MCMC) method for sampling in purely discrete domains, which is able to autonomously adapt to the target distribution and to reduce the number of target evaluations required to converge. LSB is based on (i) a parametrization of locally balanced proposals, (ii) a newly proposed objective function based on mutual information and (iii) a self-balancing learning procedure, which minimises the proposed objective to update the proposal parameters. Experiments on energy-based models and Markov networks show that LSB converges using a smaller number of queries to the oracle distribution compared to recent local MCMC samplers.

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