Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
From MaRDI portal
Recommendations
- Introduction to ``Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm by A. Durmus, É. Moulines
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
- Subgeometric rates of convergence in Wasserstein distance for Markov chains
- Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances
- On the geometric ergodicity of Metropolis-Hastings algorithms
- Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- On the Geometric Ergodicity of Metropolis-Hastings Algorithms for Lattice Gaussian Sampling
- Wasserstein convergence rates for random bit approximations of continuous Markov processes
Cites work
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- Bounds on regeneration times and convergence rates for Markov chains
- Computable bounds for geometric convergence rates of Markov chains
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Exponential convergence of Langevin distributions and their discrete approximations
- General state space Markov chains and MCMC algorithms
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- scientific article; zbMATH DE number 3426675 (Why is no real title available?)
- scientific article; zbMATH DE number 739283 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Locally contracting iterated functions and stability of Markov chains
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- Markov Chains and Stochastic Stability
- MCMC METHODS FOR DIFFUSION BRIDGES
- MCMC methods for functions: modifying old algorithms to make them faster
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Optimal Transport
- Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Statistical and computational inverse problems.
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- Time-reversible diffusions
Cited in
(27)- Perturbation theory for Markov chains via Wasserstein distance
- 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
- Convergence rate bounds for iterative random functions using one-shot coupling
- Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- 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
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Quantitative contraction rates for Markov chains on general state spaces
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
- Stochastic gradient MCMC for state space models
- Limit behavior of the invariant measure for Langevin dynamics
- Computable upper bounds on the distance to stationarity for Jovanovski and Madras's Gibbs sampler
- Convergence of Position-Dependent MALA with Application to Conditional Simulation in GLMMs
- Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Convergence rates of Metropolis-Hastings algorithms
- A dimension-independent bound on the Wasserstein contraction rate of a geodesic random walk on the sphere
- Hamiltonian Monte Carlo with asymmetrical momentum distributions
- Weak convergence of adaptive Markov chain Monte Carlo
- Computable bounds on convergence of Markov chains in Wasserstein distance via contractive drift
- 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
- KL convergence guarantees for score diffusion models under minimal data assumptions
- On the variance reduction of Hamiltonian Monte Carlo via an approximation scheme
This page was built for publication: Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963544)
