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most citedRobust random walk-like Metropolis-Hastings algorithms for concentrating posteriors

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math.PR2019

Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling

Viacheslav Natarovskii, Daniel Rudolf, Björn Sprungk

We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, i…