4 papers
Convergence Bounds for Monte Carlo Markov Chains
Qian Qin
This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte…
On the limitations of single-step drift and minorization in Markov chain convergence analysis
Qian Qin, James P. Hobert
Over the last three decades, there has been a considerable effort within the applied probability community to develop techniques for bounding the convergence rates of general state…
Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions
Qian Qin, James P. Hobert
Let denote a Markov chain on a Polish space that has a stationary distribution . This article concerns upper bounds on the Wasserstein distance between…
Wasserstein-based methods for convergence complexity analysis of MCMC with applications
Qian Qin, James P. Hobert
Over the last 25 years, techniques based on drift and minorization (d&m) have been mainstays in the convergence analysis of MCMC algorithms. However, results presented herein sugge…