FLARE MCMC: Fidelity-based Layer-Adaptive REcursive proposals for MCMC

arXiv cs.AIAugust 17, 2026en

arXiv:2608.13774v1 Announce Type: new Abstract: Markov chain Monte Carlo (MCMC) requires only the ability to evaluate the likelihood, making it a common technique for inference in complex models. However, it can have a slow mixing rate, requiring the generation of many samples to obtain good estimates and an overall high computational cost. FLARE MCMC is a multi-fidelity layered MCMC method that exploits lower-fidelity approximations of the true likelihood calculation to improve mixing and leads to overall faster performance. Such lower-fidelity likelihoods are commonly available in scientific and engineering applications where the model involves a simulation whose resolution or accuracy can

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