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20212026
most citedLower bounds on the rate of convergence for accept-reject-based Markov chains in Wasserstein and total variation distances

2 citations · 3 across the 9 of their papers we have counts for

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math.ST2024

Upper and lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo

Austin Brown, Jeffrey S. Rosenthal

We investigate lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo under any adaptation strategy. In particular, we prove general lower bounds in tota…

math.ST2024★ 1 cited

Weak convergence of adaptive Markov chain Monte Carlo

Austin Brown, Jeffrey S. Rosenthal

This article develops general conditions for weak convergence of adaptive Markov chain Monte Carlo processes and is shown to imply a weak law of large numbers for bounded Lipschitz…

math.ST2024

A non-asymptotic error analysis for parallel Monte Carlo estimation from many short Markov chains

Austin Brown

Single-chain Markov chain Monte Carlo simulates realizations from a Markov chain to estimate expectations with the empirical average. The single-chain simulation is generally of co…