Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC

DOI10.1214/22-AOS2241zbMath1505.65014arXiv2112.05605OpenAlexW4312072422MaRDI QIDQ2112832

Andi Q. Wang, Anthony J. T. Lee, Christophe Andrieu, Sam Power

Publication date: 12 January 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.05605

zbMATH Keywords

Markov chain Monte Carloweak Poincaré inequalitysubgeometric convergencepseudo-marginal

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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