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On skew-symmetric distributions and their use in Monte Carlo sampling algorithms: coordinate-free, Gibbs-style and manifold versions of the Barker proposal

arXiv 2610.01448 ↗First posted 1 Oct 2026stat.CO stat.ME stat.MLcited by 0

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Abstract (arXiv)

Skew-symmetric probability distributions provide a principled mechanism for incorporating gradient information into Markov chain Monte Carlo algorithms. Here we review the (preconditioned) Barker proposal, a Metropolis--Hastings algorithm built on skew-symmetric distributions, and motivate its design. We then introduce three natural extensions. First, we propose coordinate-free variants of the Barker algorithm. Second, we introduce a Gibbs-style Barker algorithm that re-evaluates the gradient at each partially updated coordinate. Third, we derive a simplified manifold Barker algorithm, producing a manifold sampler with enhanced robustness compared to natural comparators. Numerical experiments demonstrate that the Gibbs-style variant improves raw sampling efficiency on correlated targets, that the coordinate-free variants offer limited practical advantage over the standard Barker proposal once computational costs are accounted for, and that the simplified manifold Barker algorithm can achieve significant advantages over simplified manifold MALA when the local geometric structure of the target is irregular or unreliable.

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References · 8

  1. 2016High-dimensional Bayesian inference via the Unadjusted Langevin Algorithmcited by 144
  2. 2013Langevin diffusions and the Metropolis-adjusted Langevin algorithmcited by 29
  3. 2016Auxiliary gradient-based sampling algorithmscited by 21
  4. 2019The Barker proposal: combining robustness and efficiency in gradient-based MCMCcited by 20
  5. 2014Information-geometric Markov Chain Monte Carlo methods using Diffusionscited by 7
  6. 2022Optimal design of the Barker proposal and other locally-balanced Metropolis-Hastings algorithmscited by 7
  7. 2020A fresh take on 'Barker dynamics' for MCMCcited by 6
  8. 2026On randomized step sizes in Metropolis-Hastings algorithmscited by 2

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