Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime

Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
Exponential convergence of Langevin distributions and their discrete approximations
Analysis of a nonreversible Markov chain sampler.
Monte Carlo sampling methods using Markov chains and their applications
A note on Metropolis-Hastings kernels for general state spaces
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
Equation of State Calculations by Fast Computing Machines
Markov chains and stochastic stability
General state space Markov chains and MCMC algorithms
Rates of convergence of the Hastings and Metropolis algorithms
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
The Markov chain Monte Carlo revolution
The Andersen thermostat in molecular dynamics
Computable bounds for geometric convergence rates of Markov chains
Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Title not available (Why is that?)
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
Free energy computations. A mathematical perspective
Hybrid Monte Carlo on Hilbert spaces
Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
Nonasymptotic mixing of the MALA algorithm
Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
Geometric Numerical Integration
Markov Chains
Pathwise accuracy and ergodicity of metropolized integrators for SDEs
High-dimensional Bayesian inference via the unadjusted Langevin algorithm
A geometric interpretation of the Metropolis-Hastings algorithm.
Subgeometric rates of convergence of Markov processes in the Wasserstein metric
Subgeometric rates of convergence in Wasserstein distance for Markov chains
Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
One-shot coupling for certain stochastic recursive sequences.
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
Lectures on convex optimization
Couplings and quantitative contraction rates for Langevin dynamics
Unbiased Markov Chain Monte Carlo Methods with Couplings
Title not available (Why is that?)
On sampling from a log-concave density using kinetic Langevin diffusions
On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics
On the geometric ergodicity of Hamiltonian Monte Carlo
Quantitative contraction rates for Markov chains on general state spaces
Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
Coupling and convergence for Hamiltonian Monte Carlo
Estimates of the determinant of a perturbed identity matrix
Complexity results for MCMC derived from quantitative bounds
Geometric integrators and the Hamiltonian Monte Carlo method
Unbiased Hamiltonian Monte Carlo with couplings
Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
Title not available (Why is that?)
Couplings for Andersen dynamics
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates

Cited In (1)

Tuning diagonal scale matrices for HMC

This page was built for publication: Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6595705)