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stat.CO2023
Estimating MCMC convergence rates using common random number simulation
Sabrina Sixta, Jeffrey S. Rosenthal, Austin Brown
This paper presents how to use common random number (CRN) simulation to evaluate Markov chain Monte Carlo (MCMC) convergence to stationarity. We provide an upper bound on the Wasse…
stat.CO2021
Convergence rate bounds for iterative random functions using one-shot coupling
Sabrina Sixta, Jeffrey S. Rosenthal
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal…