ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2208.11299
28
6
v1v2v3 (latest)

Spectral Telescope: Convergence Rate Bounds for Random-Scan Gibbs Samplers Based on a Hierarchical Structure

24 August 2022
Qian Qin
Guanyang Wang
ArXiv (abs)PDFHTML
Abstract

Random-scan Gibbs samplers possess a natural hierarchical structure. leads to a quasi-telescoping property of their spectral gaps. Based on this property, we derive three new bounds on the spectral gaps and convergence rates of Gibbs samplers on general domains. The three bounds relate a chain's spectral gap to, respectively, the correlation structure of the target distribution, a class of random walk chains, and a collection of influence matrices. Notably, one of our results generalizes the technique of spectral independence, which has received considerable attention for its success on finite domains, to general state spaces. We illustrate our methods through a sampler targeting the uniform distribution on a corner of an nnn-cube.

View on arXiv
Comments on this paper