Wasserstein-based methods for convergence complexity analysis of MCMC with applications (Q2117437)

scientific article; zbMATH DE number 7493818

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English	Wasserstein-based methods for convergence complexity analysis of MCMC with applications	scientific article; zbMATH DE number 7493818

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instance of

scholarly article

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title

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

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The Annals of Applied Probability

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publication date

21 March 2022

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full work available at URL

https://arxiv.org/abs/1810.08826

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zbMATH Keywords

coupling

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drift condition

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geometric ergodicity

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high dimensional inference

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minorization condition

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random mapping

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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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A study of variable selection using \(g\)-prior distribution with ridge parameter

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Renewal theory and computable convergence rates for geometrically erdgodic Markov chains

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Coupling and convergence for Hamiltonian Monte Carlo

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Subgeometric rates of convergence of Markov processes in the Wasserstein metric

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Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors

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Propriety of posterior distribution for dichotomous quantal response models

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Markov Chains

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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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High-dimensional Bayesian inference via the unadjusted Langevin algorithm

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On the consistency of graph-based Bayesian semi-supervised learning and the scalability of sampling algorithms

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

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Variable Selection in Regression Mixture Modeling for the Discovery of Gene Regulatory Networks

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Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

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Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations

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Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model

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Q4902474

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Locally contracting iterated functions and stability of Markov chains

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MCMC for imbalanced categorical data

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Honest exploration of intractable probability distributions via Markov chain Monte Carlo.

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Matrix concentration inequalities via the method of exchangeable pairs

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

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Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics

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Computable bounds for geometric convergence rates of Markov chains

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Markov Chains and Stochastic Stability

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High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion

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Ricci curvature of Markov chains on metric spaces

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A concise course on stochastic partial differential equations

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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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Markov chains and de-initializing processes

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One-shot coupling for certain stochastic recursive sequences.

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Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

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Bounds on regeneration times and convergence rates for Markov chains

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Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression

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Locally contractive iterated function systems

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On the computational complexity of high-dimensional Bayesian variable selection

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Identifiers

DOI

10.1214/21-AAP1673

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Mathematics Subject Classification ID

62-XX

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zbMATH DE Number

7493818

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Sitelinks

Mathematics(1 entry)

mardi Publication:2117437