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Estimating Convergence of Markov chains with L-Lag Couplings

Estimating Convergence of Markov chains with L-Lag Couplings

23 May 2019
N. Biswas
Pierre E. Jacob
Paul Vanetti
ArXivPDFHTML

Papers citing "Estimating Convergence of Markov chains with L-Lag Couplings"

7 / 7 papers shown
Title
Scalable Spike-and-Slab
Scalable Spike-and-Slab
N. Biswas
Lester W. Mackey
Xiao-Li Meng
GP
29
11
0
04 Apr 2022
Bounding Wasserstein distance with couplings
Bounding Wasserstein distance with couplings
N. Biswas
Lester W. Mackey
17
8
0
06 Dec 2021
The shifted ODE method for underdamped Langevin MCMC
The shifted ODE method for underdamped Langevin MCMC
James Foster
Terry Lyons
Harald Oberhauser
16
16
0
10 Jan 2021
Maximal couplings of the Metropolis-Hastings algorithm
Maximal couplings of the Metropolis-Hastings algorithm
J. O'Leary
Guanyang Wang
Pierre E. Jacob
13
22
0
16 Oct 2020
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via
  Control Variates
Double Happiness: Enhancing the Coupled Gains of L-lag Coupling via Control Variates
Radu V. Craiu
X. Meng
16
9
0
28 Aug 2020
Coupling and Convergence for Hamiltonian Monte Carlo
Coupling and Convergence for Hamiltonian Monte Carlo
Nawaf Bou-Rabee
A. Eberle
Raphael Zimmer
77
136
0
01 May 2018
A Kernel Test of Goodness of Fit
A Kernel Test of Goodness of Fit
Kacper P. Chwialkowski
Heiko Strathmann
A. Gretton
BDL
107
324
0
09 Feb 2016
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