Dimension-independent spectral gap of polar slice sampling

DOI10.1007/s11222-023-10335-yzbMath1530.62009arXiv2305.03685OpenAlexW4388140709MaRDI QIDQ6190637

Philip Schär, Daniel Rudolf

Publication date: 6 February 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.03685

zbMATH Keywords

spectral gapMCMCslice sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

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• The polar slice sampler
• Convergence of Slice Sampler Markov Chains
• Computation of Expectations by Markov Chain Monte Carlo Methods
• Measure Theory and Probability Theory
• Measures, Integrals and Martingales
• Functional analysis