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

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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

Publication

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cites work

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

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A limit theorem for the norm of random matrices

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

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Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

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Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression

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

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

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Rates of convergence of the Hastings and Metropolis algorithms

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Markov Chains and Stochastic Stability

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Lectures on convex optimization

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Scalable inference for crossed random effects models

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Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables

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

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

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

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

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

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Q4805362

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Optimal Transport

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Identifiers

arXiv ID

2111.10406

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6198959

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