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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
On Sampling with Approximate Transport Maps
On Sampling with Approximate Transport MapsInternational Conference on Machine Learning (ICML), 2023
Louis Grenioux
Alain Durmus
Eric Moulines
Marylou Gabrié
OT
418
25
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
381
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
262
12
0
30 Nov 2021
1
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