Perturbation theory for Markov chains via Wasserstein distance (Q1708977)

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Language	Label	Description	Also known as
English	Perturbation theory for Markov chains via Wasserstein distance	scientific article

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scholarly article

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Perturbation theory for Markov chains via Wasserstein distance (English)

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Nikolaus Schweizer

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publication date

27 March 2018

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full work available at URL

https://arxiv.org/abs/1503.04123

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https://projecteuclid.org/euclid.bj/1522051219

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zbMATH Keywords

big data

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Markov chains

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MCMC

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perturbations

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Wasserstein distance

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MaRDI profile type

MaRDI publication profile

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Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

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Renewal theory and computable convergence rates for geometrically erdgodic Markov chains

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A note on geometric ergodicity and floating-point roundoff error

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

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

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Regular Perturbation of <i>V</i>-Geometrically Ergodic Markov Chains

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

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Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

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Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

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Inequalities in Theorems of Ergodicity and Stability for Markov Chains with Common Phase Space. I

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Maximal coupling procedure and stability of discrete Markov chains. I

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

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Approximate Bayesian computational methods

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Numerical integration using <i>V</i>-uniformly ergodic Markov chains

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Stability of noisy Metropolis-Hastings

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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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Stability and exponential convergence of continuous-time Markov chains

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Sensitivity and convergence of uniformly ergodic Markov chains

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Ricci curvature of Markov chains on metric spaces

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Geometric ergodicity and hybrid Markov chains

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General state space Markov chains and MCMC algorithms

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Convergence Properties of Perturbed Markov Chains

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Exponential convergence of Langevin distributions and their discrete approximations

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Explicit error bounds for Markov chain Monte Carlo

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A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

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A note on Metropolis-Hastings kernels for general state spaces

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Optimal Transport

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Identifiers

zbMATH Open document ID

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10.3150/17-BEJ938

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1708977

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