Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces

DOI10.1239/aap/1077134472zbMath1042.60040OpenAlexW2081642070MaRDI QIDQ4464174

Wai Kong Yuen, Søren Fiig Jarner

Publication date: 27 May 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1077134472

zbMATH Keywords

Markov chain Monte Carlospectral gaprates of convergenceMetropolis algorithmconductance

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (4)

Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling ⋮ Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing ⋮ Fast mixing of Metropolis-Hastings with unimodal targets ⋮ Micro-local analysis for the Metropolis algorithm

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