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
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Cited in
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- On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
- BARMPy: Bayesian additive regression models Python package
- Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
- 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
- On the geometric ergodicity of Hamiltonian Monte Carlo
- Perturbation theory for Markov chains via Wasserstein distance
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
- KL convergence guarantees for score diffusion models under minimal data assumptions
- Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
- Weak convergence of adaptive Markov chain Monte Carlo
- Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
- Convergence rates of Metropolis-Hastings algorithms
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- Hamiltonian Monte Carlo with asymmetrical momentum distributions
- A dimension-independent bound on the Wasserstein contraction rate of a geodesic random walk on the sphere
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Convergence rate bounds for iterative random functions using one-shot coupling
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler
- Computable bounds on convergence of Markov chains in Wasserstein distance via contractive drift
- Limit behavior of the invariant measure for Langevin dynamics
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