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math.SP2011★ 1 cited
Gibbs/Metropolis algorithms on a convex polytope
Persi Diaconis, Gilles Lebeau, Laurent Michel
This paper gives sharp rates of convergence for natural versions of the Metropolis algorithm for sampling from the uniform distribution on a convex polytope. The singular proposal…
math.SP2008★ 17 cited
Semi-classical analysis of a random walk on a manifold
Gilles Lebeau, Laurent Michel
We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold . The proof includes a detailed study of the spectral theory…