2 papers
math.PR2025
Computable Bounds on the Solution to Poisson's Equation for General Harris Chains
Peter W. Glynn, Na Lin, Yuanyuan Liu
Poisson's equation is fundamental to the study of Markov chains, and arises in connection with martingale representations and central limit theorems for additive functionals, pertu…
math.PR2023
Perturbation Analysis of Markov Chain Monte Carlo for Graphical Models
Na Lin, Yuanyuan Liu, Aaron Smith
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributio…