new ALPS

This morning, in Coventry, Hugo Queniat presesented Sampling from multimodal distributions with warm starts: Non-asymptotic bounds for the Reweighted Annealed Leap-Point Sampler by Holden Lee and Matheau Santana-Gijzen at a weekly reading group in Warwick. This fairly involved proposal is a modification of the original ALPS algorithm of (my friends) Nick Tawn (Warwick), Matt Moores (ex-Warwick), and Gareth Roberts (Warwick). With theoretical improvements but little applicability in realistic settings, imho (and in others). Still a fascinating topic!

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