Convergence Rates of Attractive-Repulsive MCMC Algorithms

Abstract

We consider MCMC algorithms for certain particle systems which include both attractive and repulsive forces, making their convergence analysis challenging. We prove that a version of these algorithms on a bounded state space is uniformly ergodic with an explicit quantitative convergence rate. We also prove that a version on an unbounded state-space is still geometrically ergodic, and then use the method of shift-coupling to obtain an explicit quantitative bound on its convergence rate.

26 pages, 2 figures