most citedThe Coupling/Minorization/Drift Approach to Markov Chain Convergence Rates

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math.PR2020

Convergence Rates of Attractive-Repulsive MCMC Algorithms

Yu Hang Jiang, Tong Liu, Zhiya Lou +4

We consider MCMC algorithms for certain particle systems which include both attractive and repulsive forces, making their convergence analysis challenging. We prove that a version…

math.PR2020★ 1 cited

The Coupling/Minorization/Drift Approach to Markov Chain Convergence Rates

Yu Hang Jiang, Tong Liu, Zhiya Lou +4

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applicatio…