Cover Image

Upper and lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Brown, Austin, Rosenthal, Jeffrey S.
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 60J05, 60J22, 60G07
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Weak convergence of adaptive Markov chain Monte Carlo
by: Brown, Austin, et al.
Published: (2024)

Lower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances
by: Brown, Austin, et al.
Published: (2022)

An invitation to adaptive Markov chain Monte Carlo convergence theory
by: Laitinen, Pietari, et al.
Published: (2024)

A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains
by: Brown, Austin
Published: (2024)

Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms
by: Qin, Qian
Published: (2023)

Rapid convergence of tempering chains to multimodal Gibbs measures
by: Son, Seungjae
Published: (2026)

Cover times with stochastic resetting
by: Linn, Samantha, et al.
Published: (2024)

On convergence rate bounds for a class of nonlinear Markov chains
by: Shchegolev, Alexander, et al.
Published: (2022)

Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
by: Hofstadler, Julian, et al.
Published: (2024)

Convergence Bounds for Monte Carlo Markov Chains
by: Qin, Qian
Published: (2024)

Cover times of many diffusive or subdiffusive searchers
by: Kim, Hyunjoong, et al.
Published: (2023)

Solving Poisson's equation for Wasserstein contractive Markov chains
by: Hofstadler, Julian
Published: (2026)

Non-parametric estimates for graphon mean-field particle systems
by: Bayraktar, Erhan, et al.
Published: (2024)

Parallel Affine Transformation Tuning of Markov Chain Monte Carlo
by: Schär, Philip, et al.
Published: (2024)

Positive autocorrelation at unit lag for stationary random walk Metropolis-Hastings in ${\mathbb R}^d$
by: Fill, James Allen, et al.
Published: (2026)

Rebalancing Markov jump processes for non-reversible continuous-time sampling
by: Jansson, Erik, et al.
Published: (2025)

Wasserstein error bounds for aggregations of continuous-time Markov chains
by: Michel, Fabian
Published: (2025)

Estimation of the invariant measure of a multidimensional diffusion from noisy observations
by: Maillet, Raphaël, et al.
Published: (2024)

Delayed Acceptance Slice Sampling
by: Bitterlich, Kevin, et al.
Published: (2025)

On spectral gap decomposition for Markov chains
by: Qin, Qian
Published: (2025)

Solidarity of Spectral Gaps for Component-Wise Markov Chains
by: Kwon, Youngwoo, et al.
Published: (2026)

Sobol' Matrices For Multi-Output Models With Quantified Uncertainty
by: Milton, Robert A., et al.
Published: (2025)

Cover times of many random walkers on a discrete network
by: Kim, Hyunjoong, et al.
Published: (2023)

A new criterion for recurrence of Markov chains with an infinitely countable set of states
by: Abramov, Vyacheslav M.
Published: (2024)

Spectral gap bounds for reversible hybrid Gibbs chains
by: Qin, Qian, et al.
Published: (2023)

Convergence of a Sequential Monte Carlo algorithm towards multimodal distributions on Rd
by: Han, Ruiyu
Published: (2025)

Coalescence in Markov chains
by: Grimmett, Geoffrey R., et al.
Published: (2025)

Filtering of partially observed polynomial processes in discrete and continuous time
by: Kallsen, Jan, et al.
Published: (2025)

Convergence rates of self-repellent random walks, their local time and Event Chain Monte Carlo
by: Eberle, Andreas, et al.
Published: (2025)

Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
by: Han, Ruiyu, et al.
Published: (2025)

Concentration analysis of multivariate elliptic diffusion processes
by: Aeckerle-Willems, Cathrine, et al.
Published: (2022)

A note on concentration inequalities for the overlapped batch mean variance estimators for Markov chains
by: Moulines, Eric, et al.
Published: (2025)

Minkowski sum of fractal percolation and random sets
by: Bai, Tianyi, et al.
Published: (2024)

Multigrid Monte Carlo Revisited: Theory and Bayesian Inference
by: Kazashi, Yoshihito, et al.
Published: (2024)

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
by: Erny, Xavier
Published: (2024)

Uniform-in-time convergence bounds for Persistent Contrastive Divergence Algorithms
by: Oliva, Paul Felix Valsecchi, et al.
Published: (2025)

Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
by: Brešar, Miha, et al.
Published: (2025)

Least squares estimation of the transition density in bifurcating Markov models
by: Penda, S. Valère Bitseki
Published: (2025)

Regularity of multiplicative processes on infinite-dimensional Lie groups
by: Behme, Anita, et al.
Published: (2025)

Solving the Poisson equation using coupled Markov chains
by: Douc, Randal, et al.
Published: (2022)