Mixing of Metropolis-adjusted Markov chains via couplings: the high acceptance regime
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Cites work
- scientific article; zbMATH DE number 1263187 (Why is no real title available?)
- scientific article; zbMATH DE number 7626757 (Why is no real title available?)
- A geometric interpretation of the Metropolis-Hastings algorithm.
- A note on Metropolis-Hastings kernels for general state spaces
- Analysis of a nonreversible Markov chain sampler.
- Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
- Complexity results for MCMC derived from quantitative bounds
- Computable bounds for geometric convergence rates of Markov chains
- Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
- Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
- Coupling and convergence for Hamiltonian Monte Carlo
- Couplings and quantitative contraction rates for Langevin dynamics
- Couplings for Andersen dynamics
- Equation of state calculations by fast computing machines
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Error bounds for Metropolis-Hastings algorithms applied to perturbations of Gaussian measures in high dimensions
- Estimates of the determinant of a perturbed identity matrix
- Exponential convergence of Langevin distributions and their discrete approximations
- Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
- Free energy computations. A mathematical perspective
- General state space Markov chains and MCMC algorithms
- Geometric Numerical Integration
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric integrators and the Hamiltonian Monte Carlo method
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion
- Hybrid Monte Carlo on Hilbert spaces
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
- Lectures on convex optimization
- Markov Chains
- Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
- Markov chains and stochastic stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Nonasymptotic mixing of the MALA algorithm
- On explicit L^2-convergence rate estimate for underdamped Langevin dynamics
- On sampling from a log-concave density using kinetic Langevin diffusions
- On the geometric ergodicity of Hamiltonian Monte Carlo
- One-shot coupling for certain stochastic recursive sequences.
- Pathwise accuracy and ergodicity of metropolized integrators for SDEs
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances
- Quantitative contraction rates for Markov chains on general state spaces
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
- Rates of convergence of the Hastings and Metropolis algorithms
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Subgeometric rates of convergence in Wasserstein distance for Markov chains
- Subgeometric rates of convergence of Markov processes in the Wasserstein metric
- The Andersen thermostat in molecular dynamics
- The Markov chain Monte Carlo revolution
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions
- Unbiased Hamiltonian Monte Carlo with couplings
- Unbiased Markov Chain Monte Carlo Methods with Couplings
- Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Cited in
(5)- Metropolis-Hastings transition kernel couplings
- Gradient-adjusted underdamped Langevin dynamics for sampling
- Tuning diagonal scale matrices for HMC
- Accelerated convergence in Hit-and-Run Monte Carlo and a coordinate-free randomized Kaczmarz algorithm
- Randomized Runge-Kutta-Nyström methods for unadjusted Hamiltonian and kinetic Langevin Monte Carlo
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