Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm (Q5963544)
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scientific article; zbMATH DE number 6543334
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| English | Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm |
scientific article; zbMATH DE number 6543334 |
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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 (English)
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22 February 2016
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explicit rate of convergence
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Wasserstein distance
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Metropolis adjusted Langevin algorithm
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0.9681444
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0.9277117
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0.9240731
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0.91423666
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0.9035905
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0.9003467
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0.8984358
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0.88989943
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