15 citations · 80 across the 14 of their papers we have counts for
3 papers · 1 filter
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
Christophe Andrieu, Anthony Lee, Sam Power +1
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on for any value of the proposal variance, which when scaled appropriately reco…
Sampling using Adaptive Regenerative Processes
Hector McKimm, Andi Q Wang, Murray Pollock +2
Enriching Brownian motion with regenerations from a fixed regeneration distribution at a particular regeneration rate results in a Markov process that has a target distribu…
Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis
Christophe Andrieu, Anthony Lee, Sam Power +1
We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algori…