mlsanityData to 7 Oct 2026

The Hamming Ball Sampler

arXiv 1504.08133 ↗First posted 30 Apr 2015stat.ME stat.COcited by 16

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Abstract (arXiv)

We introduce the Hamming Ball Sampler, a novel Markov Chain Monte Carlo algorithm, for efficient inference in statistical models involving high-dimensional discrete state spaces. The sampling scheme uses an auxiliary variable construction that adaptively truncates the model space allowing iterative exploration of the full model space in polynomial time. The approach generalizes conventional Gibbs sampling schemes for discrete spaces and can be considered as a Big Data-enabled MCMC algorithm that provides an intuitive means for user-controlled balance between statistical efficiency and computational tractability. We illustrate the generic utility of our sampling algorithm through application to a range of statistical models.

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). First posted on arXiv 30 Apr 2015.

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Citing papers per year: 2021: 3; 2022: 6; 2023: 2; 2024: 3; 2025: 2.

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