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20232026
most citedWeak Poincaré inequality comparisons for ideal and hybrid slice sampling

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math.PR2023

Weak Poincaré Inequalities for Markov chains: theory and applications

Christophe Andrieu, Anthony Lee, Sam Power +1

We investigate the application of Weak Poincaré Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we i…