Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
From MaRDI portal
Publication:6198959
DOI10.1017/jpr.2023.21arXiv2111.10406MaRDI QIDQ6198959
Galin L. Jones, Austin R. Brown
Publication date: 23 February 2024
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.10406
computational complexityconvergence analysisMarkov chain Monte CarloBayesian statisticsMetropolis-Hastingsconvergence rate lower bounds
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- On the computational complexity of high-dimensional Bayesian variable selection
- Curvature, concentration and error estimates for Markov chain Monte Carlo
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Lectures on convex optimization
- On the Markov chain central limit theorem
- A limit theorem for the norm of random matrices
- Geometric ergodicity of Metropolis algorithms
- Markov chains for exploring posterior distributions. (With discussion)
- Rates of convergence of the Hastings and Metropolis algorithms
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Exact convergence analysis of the independent Metropolis-Hastings algorithms
- Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
- On the limitations of single-step drift and minorization in Markov chain convergence analysis
- Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- On the computational complexity of MCMC-based estimators in large samples
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration
- Handbook of Markov Chain Monte Carlo
- Markov Chains and Stochastic Stability
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Likelihood analysis of non-Gaussian measurement time series
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Multivariate output analysis for Markov chain Monte Carlo
- Assessing and Visualizing Simultaneous Simulation Error
- A modern maximum-likelihood theory for high-dimensional logistic regression
- Equation of State Calculations by Fast Computing Machines
- Scalable inference for crossed random effects models
- MCMC for Imbalanced Categorical Data
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Monte Carlo sampling methods using Markov chains and their applications
- Optimal Transport
- Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
This page was built for publication: Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances