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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Cites work
- scientific article; zbMATH DE number 3426675 (Why is no real title available?)
- scientific article; zbMATH DE number 739283 (Why is no real title available?)
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- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- Time-reversible diffusions
Cited in
(20)- On the geometric ergodicity of Hamiltonian Monte Carlo
- Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
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- A dimension-independent bound on the Wasserstein contraction rate of a geodesic random walk on the sphere
- Stochastic gradient MCMC for state space models
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
- Perturbation theory for Markov chains via Wasserstein distance
- Quantitative convergence rates of Markov chains: A simple account
- Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler
- Convergence rate bounds for iterative random functions using one-shot coupling
- 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
- Limit behavior of the invariant measure for Langevin dynamics
- Quantitative contraction rates for Markov chains on general state spaces
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Convergence rates of Metropolis-Hastings algorithms
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Dimension free convergence rates for Gibbs samplers for Bayesian linear mixed models
- Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
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