# Accelerating MCMC algorithms through Bayesian Deep Networks

arXiv: https://arxiv.org/abs/2011.14276 · HTML: https://mlsanity.com/paper/2011.14276/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 29 Nov 2020.

## Built on by (most cited first, 5 of 5)

- [Neural Networks Optimized by Genetic Algorithms in Cosmology](https://mlsanity.com/paper/2209.02685/) (2022)
- [Deep Learning and genetic algorithms for cosmological Bayesian inference speed-up](https://mlsanity.com/paper/2405.03293/) (2024)
- [Parallelized Acquisition for Active Learning using Monte Carlo Sampling](https://mlsanity.com/paper/2305.19267/) (2023)
- [Accelerating Multilevel Markov Chain Monte Carlo Using Machine Learning Models](https://mlsanity.com/paper/2405.11179/) (2024)
- [Bayesian Inference of Primordial Magnetic Field Parameters from CMB with Spherical Graph Neural Networks](https://mlsanity.com/paper/2510.20795/) (2025)

## Abstract (arXiv)

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory exploration of the sampling space become challenging. Adaptive MCMC methods employing a choice of proposal distribution can address this issue speeding up the convergence. In this paper we show an alternative way of performing adaptive MCMC, by using the outcome of Bayesian Neural Networks as the initial proposal for the Markov Chain. This combined approach increases the acceptance rate in the Metropolis-Hasting algorithm and accelerate the convergence of the MCMC while reaching the same final accuracy. Finally, we demonstrate the main advantages of this approach by constraining the cosmological parameters directly from Cosmic Microwave Background maps.