Fixed-Horizon Error Rates for Array-RQMC Metropolis-Hastings

This paper studies randomised quasi-Monte Carlo (RQMC) methods for Metropolis--Hastings (MH) algorithms, whose accept--reject discontinuity complicates RQMC analysis. To circumvent some of these complications, we study Array-RQMC for MH, with N replicated chains evolved over a fixed time horizon T, where we make use of Hilbert sorting for joint multidimensional updates at each step. For one-dimensional MH and bounded-variation test functions, we prove a sampling mean squared error bound of OT(N-4/3) relative to the finite-horizon expectation. For product targets, coordinatewise Array-RQMC Metropolis-within-Gibbs retains this exponent for additive marginal bounded-variation tests, with constants that may depend on dimension. With Gaussian random-walk proposals, the bounds extend to scalar and additive marginal polynomials with an additional factor (log N)^, where is the maximum polynomial degree. For joint updates in state dimension p using p proposal uniforms, we provide a conditional OT(N-1-1/(p+2)) framework under regularity assumptions that are not verified for the joint multidimensional examples. Numerical experiments support the verified one-dimensional theory and demonstrate variance reduction for joint Hilbert-sorted updates, including Bayesian logistic regression, while illustrating the limitations of these gains as dimension increases.