Wasserstein-based methods for convergence complexity analysis of MCMC with applications
Author:
Affiliation:
1. School of Statistics, University of Minnesota
2. Department of Statistics, University of Florida
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference49 articles.
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3. Bou-Rabee, N., Eberle, A. and Zimmer, R. (2020). Coupling and convergence for Hamiltonian Monte Carlo. Ann. Appl. Probab. 30 1209–1250.
4. Butkovsky, O. (2014). Subgeometric rates of convergence of Markov processes in the Wasserstein metric. Ann. Appl. Probab. 24 526–552.
5. Devroye, L., Mehrabian, A. and Reddad, T. (2018). The total variation distance between high-dimensional Gaussians. arXiv preprint.
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