Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
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Publication:5963544
DOI10.1007/S11222-014-9511-ZzbMATH Open1332.62282OpenAlexW2078038392MaRDI QIDQ5963544FDOQ5963544
Publication date: 22 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-014-9511-z
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Cited In (17)
- Quantitative convergence rates of Markov chains: A simple account
- On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
- Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
- On the geometric ergodicity of Hamiltonian Monte Carlo
- Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
- Perturbation theory for Markov chains via Wasserstein distance
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
- Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
- Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
- Convergence rates of Metropolis-Hastings algorithms
- Stochastic Gradient MCMC for State Space Models
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- Convergence rate bounds for iterative random functions using one-shot coupling
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Limit behavior of the invariant measure for Langevin dynamics
- Quantitative contraction rates for Markov chains on general state spaces
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