Curvature, concentration and error estimates for Markov chain Monte Carlo

DOI10.1214/10-AOP541zbMath1207.65006arXiv0904.1312OpenAlexW3106022061MaRDI QIDQ606638

Aldéric Joulin, Yann Ollivier

Publication date: 18 November 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.1312

zbMATH Keywords

convergenceMarkov chain Monte Carlo methodRicci curvatureIsing modelconcentration of measureWasserstein distance\(M/M/\infty\) queueing processEuler scheme for diffusionsexplicit nonasymptotic

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Approximations to statistical distributions (nonasymptotic) (62E17) Numerical solutions to stochastic differential and integral equations (65C30) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

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