Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances (Q6198959): Difference between revisions

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scientific article; zbMATH DE number 7808657

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English	Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	scientific article; zbMATH DE number 7808657

Statements

instance of

scholarly article

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title

Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances (English)

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Journal of Applied Probability

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publication date

23 February 2024

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full work available at URL

https://arxiv.org/abs/2111.10406

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zbMATH Keywords

Bayesian statistics

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convergence analysis

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convergence rate lower bounds

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computational complexity

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Markov chain Monte Carlo

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Metropolis-Hastings

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MaRDI profile type

MaRDI publication profile

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cites work

Bayesian Analysis of Binary and Polychotomous Response Data

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On the computational complexity of MCMC-based estimators in large samples

0 references

Q4219109

0 references

Handbook of Markov Chain Monte Carlo

0 references

Q4329623

0 references

Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm

0 references

High-dimensional Bayesian inference via the unadjusted Langevin algorithm

0 references

Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions

0 references

Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions

0 references

A limit theorem for the norm of random matrices

0 references

Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration

0 references

Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

0 references

Monte Carlo sampling methods using Markov chains and their applications

0 references

Q2753173

0 references

Geometric ergodicity of Metropolis algorithms

0 references

MCMC for Imbalanced Categorical Data

0 references

Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

0 references

On the Markov chain central limit theorem

0 references

Curvature, concentration and error estimates for Markov chain Monte Carlo

0 references

Q3249221

0 references

Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression

0 references

Central limit theorem for Markov processes with spectral gap in the Wasserstein metric

0 references

Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances

0 references

Rates of convergence of the Hastings and Metropolis algorithms

0 references

Equation of State Calculations by Fast Computing Machines

0 references

Markov Chains and Stochastic Stability

0 references

Lectures on convex optimization

0 references

Scalable inference for crossed random effects models

0 references

Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables

0 references

Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression

0 references

On the limitations of single-step drift and minorization in Markov chain convergence analysis

0 references

Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions

0 references

Wasserstein-based methods for convergence complexity analysis of MCMC with applications

0 references

Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

0 references

Assessing and Visualizing Simultaneous Simulation Error

0 references

Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

0 references

Likelihood analysis of non-Gaussian measurement time series

0 references

A modern maximum-likelihood theory for high-dimensional logistic regression

0 references

Markov chains for exploring posterior distributions. (With discussion)

0 references

Multivariate output analysis for Markov chain Monte Carlo

0 references

Q4805362

0 references

Optimal Transport

0 references

Exact convergence analysis of the independent Metropolis-Hastings algorithms

0 references

On the computational complexity of high-dimensional Bayesian variable selection

0 references

Identifiers

arXiv ID

2111.10406

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6198959

@@ Property / DOI @@
-.1017/jpr.2023.21
@@ Property / DOI: 10.1017/jpr.2023.21 / rank @@
-Normal rank
@@ Property / cites work @@
+Bayesian Analysis of Binary and Polychotomous Response Data
+Normal rank
@@ Property / cites work @@
+On the computational complexity of MCMC-based estimators in large samples
+Normal rank
@@ Property / cites work @@
+Q4219109
@@ Property / cites work: Q4219109 / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of Markov Chain Monte Carlo
@@ Property / cites work: Handbook of Markov Chain Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Q4329623
@@ Property / cites work: Q4329623 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
+Normal rank
@@ Property / cites work @@
+High-dimensional Bayesian inference via the unadjusted Langevin algorithm
+Normal rank
@@ Property / cites work @@
+Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
+Normal rank
@@ Property / cites work @@
+Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
+Normal rank
@@ Property / cites work @@
+A limit theorem for the norm of random matrices
@@ Property / cites work: A limit theorem for the norm of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
+Normal rank
@@ Property / cites work @@
+Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Q2753173
@@ Property / cites work: Q2753173 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of Metropolis algorithms
@@ Property / cites work: Geometric ergodicity of Metropolis algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+MCMC for Imbalanced Categorical Data
@@ Property / cites work: MCMC for Imbalanced Categorical Data / rank @@
+Normal rank
@@ Property / cites work @@
+Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
+Normal rank
@@ Property / cites work @@
+On the Markov chain central limit theorem
@@ Property / cites work: On the Markov chain central limit theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Curvature, concentration and error estimates for Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q3249221
@@ Property / cites work: Q3249221 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
+Normal rank
@@ Property / cites work @@
+Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
+Normal rank
@@ Property / cites work @@
+Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
+Normal rank
@@ Property / cites work @@
+Rates of convergence of the Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on convex optimization
@@ Property / cites work: Lectures on convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Scalable inference for crossed random effects models
+Normal rank
@@ Property / cites work @@
+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
+Normal rank
@@ Property / cites work @@
+Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
+Normal rank
@@ Property / cites work @@
+On the limitations of single-step drift and minorization in Markov chain convergence analysis
+Normal rank
@@ Property / cites work @@
+Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
+Normal rank
@@ Property / cites work @@
+Wasserstein-based methods for convergence complexity analysis of MCMC with applications
+Normal rank
@@ Property / cites work @@
+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Assessing and Visualizing Simultaneous Simulation Error
+Normal rank
@@ Property / cites work @@
+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Likelihood analysis of non-Gaussian measurement time series
+Normal rank
@@ Property / cites work @@
+A modern maximum-likelihood theory for high-dimensional logistic regression
+Normal rank
@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
+Normal rank
@@ Property / cites work @@
+Multivariate output analysis for Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q4805362
@@ Property / cites work: Q4805362 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Exact convergence analysis of the independent Metropolis-Hastings algorithms
+Normal rank
@@ Property / cites work @@
+On the computational complexity of high-dimensional Bayesian variable selection
+Normal rank
@@ Property / DOI @@
+.1017/JPR.2023.21
@@ Property / DOI: 10.1017/JPR.2023.21 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6198959