Estimating Convergence of Markov chains with L-Lag Couplings

23 May 2019

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

8 / 8 papers shown

Title
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations Yasa Syed Guanyang Wang 6 6 0 10 Jan 2023
Scalable Spike-and-Slab N. Biswas Lester W. Mackey Xiao-Li Meng GP 29 11 0 04 Apr 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 24 8 0 06 Dec 2021
The shifted ODE method for underdamped Langevin MCMC James Foster Terry Lyons Harald Oberhauser 19 16 0 10 Jan 2021
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 Radu V. Craiu X. Meng 16 9 0 28 Aug 2020
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 Kacper P. Chwialkowski Heiko Strathmann A. Gretton BDL 107 324 0 09 Feb 2016