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

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math.ST2021

Exact Convergence Analysis for Metropolis-Hastings Independence Samplers in Wasserstein Distances

Austin Brown, Galin L. Jones

Under mild assumptions, we show the exact convergence rate in total variation is also exact in weaker Wasserstein distances for the Metropolis-Hastings independence sampler. We dev…