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math.ST2023
A Dimension-Independent Bound on the Wasserstein Contraction Rate of a Geodesic Random Walk on the Sphere
Philip Schär, Thilo D. Stier
We theoretically analyze the properties of a geodesic random walk on the Euclidean -sphere. Specifically, we prove that the random walk's transition kernel is Wasserstein contra…
math.ST2023
Wasserstein contraction and spectral gap of slice sampling revisited
Philip Schär
We propose a new class of Markov chain Monte Carlo methods, called -polar slice sampling (-PSS), as a technical tool that interpolates between and extrapolates beyond uniform…
math.ST2023
Dimension-independent spectral gap of polar slice sampling
Daniel Rudolf, Philip Schär
Polar slice sampling, a Markov chain construction for approximate sampling, performs, under suitable assumptions on the target and initial distribution, provably independent of the…