Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances

DOI10.1017/jpr.2023.21arXiv2111.10406MaRDI QIDQ6198959

Galin L. Jones, Austin R. Brown

Publication date: 23 February 2024

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.10406

zbMATH Keywords

computational complexityconvergence analysisMarkov chain Monte CarloBayesian statisticsMetropolis-Hastingsconvergence rate lower bounds

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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