Perturbation theory for Markov chains via Wasserstein distance

13 March 2015

Papers citing "Perturbation theory for Markov chains via Wasserstein distance"

10 / 10 papers shown

Title
Privacy of SGD under Gaussian or Heavy-Tailed Noise: Guarantees without Gradient Clipping Umut Simsekli Mert Gurbuzbalaban S. Yıldırım Lingjiong Zhu 30 2 0 04 Mar 2024
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent Lingjiong Zhu Mert Gurbuzbalaban Anant Raj Umut Simsekli 19 6 0 20 May 2023
Reversibility of elliptical slice sampling revisited Mareike Hasenpflug Viacheslav Natarovskii Daniel Rudolf 12 5 0 06 Jan 2023
Geometric convergence of elliptical slice sampling Viacheslav Natarovskii Daniel Rudolf Björn Sprungk 13 11 0 07 May 2021
Scalable Bayesian computation for crossed and nested hierarchical models O. Papaspiliopoulos Timothée Stumpf-Fétizon Giacomo Zanella 18 7 0 19 Mar 2021
Central limit theorems for Markov chains based on their convergence rates in Wasserstein distance Rui Jin Aixin Tan 13 6 0 21 Feb 2020
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets Florian Maire Nial Friel Pierre Alquier 28 14 0 26 Jun 2017
Bayes Shrinkage at GWAS scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior J. Johndrow Paulo Orenstein A. Bhattacharya 26 23 0 02 May 2017
Quantifying the accuracy of approximate diffusions and Markov chains Jonathan H. Huggins James Y. Zou 36 29 0 20 May 2016
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 48 41 0 24 Mar 2015