Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances

12 December 2022

Papers citing "Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances"

21 / 21 papers shown

Title
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles Christophe Andrieu Anthony Lee Samuel Power Andi Q. Wang 28 21 0 16 Nov 2022
Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances Austin R. Brown Galin L. Jones 46 7 0 19 Nov 2021
Laplace and Saddlepoint Approximations in High Dimensions Yanbo Tang Nancy Reid 43 7 0 22 Jul 2021
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 32 11 0 05 Apr 2021
Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms Guanyang Wang 33 8 0 06 Aug 2020
Asymptotic normality, concentration, and coverage of generalized posteriors Jeffrey W. Miller 39 68 0 22 Jul 2019
Convergence Analysis of a Collapsed Gibbs Sampler for Bayesian Vector Autoregressions Karl Oskar Ekvall Galin L. Jones 38 17 0 06 Jul 2019
Mixing Time of Metropolis-Hastings for Bayesian Community Detection Bumeng Zhuo Chao Gao 58 5 0 06 Nov 2018
Geometric ergodicity of Polya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior Xin Wang Vivekananda Roy 25 18 0 17 Feb 2018
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression Qian Qin J. Hobert 38 32 0 24 Dec 2017
Complexity Results for MCMC derived from Quantitative Bounds Jun Yang Jeffrey S. Rosenthal 62 24 0 02 Aug 2017
Multivariate Output Analysis for Markov chain Monte Carlo Dootika Vats James M. Flegal Galin L. Jones 50 276 0 24 Dec 2015
MCMC-Based Inference in the Era of Big Data: A Fundamental Analysis of the Convergence Complexity of High-Dimensional Chains B. Rajaratnam Doug Sparks 114 66 0 05 Aug 2015
On the Computational Complexity of High-Dimensional Bayesian Variable Selection Yun Yang Martin J. Wainwright Michael I. Jordan 94 151 0 29 May 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 66 514 0 23 Dec 2014
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 88 127 0 04 Oct 2012
MCMC using Hamiltonian dynamics Radford M. Neal 290 3,276 0 09 Jun 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 96 188 0 06 Dec 2011
CLTs and asymptotic variance of time-sampled Markov chains K. Łatuszyński Gareth O. Roberts 73 23 0 10 Feb 2011
Self-concordant analysis for logistic regression Francis R. Bach 198 208 0 24 Oct 2009
On the Computational Complexity of MCMC-based Estimators in Large Samples A. Belloni Victor Chernozhukov 478 95 0 17 Apr 2007