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Exact Convergence Rate Analysis of the Independent Metropolis-Hastings
  Algorithms
v1v2v3v4v5v6 (latest)

Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms

6 August 2020
Guanyang Wang
ArXiv (abs)PDFHTML

Papers citing "Exact Convergence Rate Analysis of the Independent Metropolis-Hastings Algorithms"

3 / 3 papers shown
Title
On Sampling with Approximate Transport Maps
On Sampling with Approximate Transport Maps
Louis Grenioux
Alain Durmus
Eric Moulines
Marylou Gabrié
OT
65
17
0
09 Feb 2023
Lower bounds on the rate of convergence for accept-reject-based Markov
  chains in Wasserstein and total variation distances
Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
Austin R. Brown
Galin L. Jones
70
3
0
12 Dec 2022
Convergence Rate of Multiple-try Metropolis Independent sampler
Convergence Rate of Multiple-try Metropolis Independent sampler
Xiaodong Yang
Jun S. Liu
45
10
0
30 Nov 2021
1