Wasserstein-based methods for convergence complexity analysis of MCMC with applications
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Publication:2117437
DOI10.1214/21-AAP1673MaRDI QIDQ2117437FDOQ2117437
Publication date: 21 March 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.08826
drift conditioncouplinggeometric ergodicityminorization conditionhigh dimensional inferencerandom mapping
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Cited In (10)
- Limitations of the Wasserstein MDE for univariate data
- Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
- Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Dimension-free mixing times of Gibbs samplers for Bayesian hierarchical models
- Mixing times of a Gibbs sampler for probit hierarchical models
- Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
- Convergence rates of Metropolis-Hastings algorithms
- Convergence rate bounds for iterative random functions using one-shot coupling
- Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure
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