Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
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Publication:2112832
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
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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