Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
From MaRDI portal
Publication:2240834
DOI10.1214/20-AAP1605MaRDI QIDQ2240834
Björn Sprungk, Viacheslav Natarovskii, Daniel Rudolf
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.03824
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Statistical sampling theory and related topics (62D99) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Wasserstein contraction and spectral gap of slice sampling revisited ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ Dimension-independent spectral gap of polar slice sampling
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Positivity of hit-and-run and related algorithms
- Ricci curvature of Markov chains on metric spaces
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Application of coupling method to the first eigenvalue on manifold
- Geometric ergodicity and hybrid Markov chains
- Slice sampling. (With discussions and rejoinder)
- Perturbation theory for Markov chains via Wasserstein distance
- Parallel multivariate slice sampling
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Perfect Slice Samplers
- Explicit error bounds for Markov chain Monte Carlo
- The polar slice sampler
- Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
- Convergence of Slice Sampler Markov Chains
- Efficiency and Convergence Properties of Slice Samplers
- Comparison of hit-and-run, slice sampler and random walk Metropolis
- Computation of Expectations by Markov Chain Monte Carlo Methods
- Measure Theory and Probability Theory
- Rapid mixing of Swendsen–Wang dynamics in two dimensions