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

DOI10.1239/AAP/1077134472MaRDI QIDQ4464174zbMATH OpenOpenAlexFDO

Authors Søren Fiig Jarner, Wai Kong Yuen

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

conductanceMarkov chain Monte CarloMetropolis algorithmrates of convergencespectral gap

Mathematics Subject Classification ID

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

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Cites work

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• What do we know about the Metropolis algorithm?

Cited in

(9)

• Micro-local analysis for the Metropolis algorithm
• Fast mixing of Metropolis-Hastings with unimodal targets
• Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
• Spectral gaps of random walk Metropolis chains
• Exact bound for the convergence of metropolis chains
• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
• Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
• Convergence rates of Metropolis-Hastings algorithms
• Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances

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