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20232026
most citedDeep Learning for Computing Convergence Rates of Markov Chains

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math.PR2023

Computable Bounds on Convergence of Markov Chains in Wasserstein Distance via Contractive Drift

Yanlin Qu, Jose Blanchet, Peter Glynn

We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates rangin…