26 citations · 28 across the 4 of their papers we have counts for
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State-discretization of -geometrically ergodic Markov chains and convergence to the stationary distribution
Loic Hervé, James Ledoux
Let be a -geometrically ergodic Markov chain on a measurable space with invariant probability distribution . In this paper, we propose…
A computable bound of the essential spectral radius of finite range Metropolis--Hastings kernels
Loïc Hervé, James Ledoux
Let be a positive continuous target density on . Let be the Metropolis-Hastings operator on the Lebesgue space corresponding to a proposal Mar…
Additional material on bounds of -spectral gap for discrete Markov chains with band transition matrices
Loïc Hervé, James Ledoux
We analyse the -convergence rate of irreducible and aperiodic Markov chains with -band transition probability matrix and with invariant distribution . This ana…
Approximating Markov chains and V-geometric ergodicity via weak perturbation theory
Loïc Hervé, James Ledoux
Let be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the -geometric ergodicity of and that of…