Reviews: Sample Adaptive MCMC
–Neural Information Processing Systems
EDIT: After reading the author's rebuttal, I changed my assessment of the paper to an accept. The paper is well written and it does a good job at explaining the intuition behind the proposed algorithm. I appreciated the inclusion of the small dimensional toy example as it illustrates in a simple and clear manner the adaptability property of the algorithm. My main concern with the proposed algorithm is that, in my opinion, it is most suitable for small dimensional problems only. The provided examples further justify my impression given that posterior distribution to sample from is of reduced dimension. Consequently, I'm having a hard time justifying the interest of the ML community with respect to the proposed sampling algorithm considering its perceived limited scope.
Neural Information Processing Systems
Jan-22-2025, 13:47:51 GMT