207 citations · 565 across the 24 of their papers we have counts for
3 papers · 1 filter
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
Christophe Andrieu, Anthony Lee, Sam Power +1
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on for any value of the proposal variance, which when scaled appropriately reco…
Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis
Christophe Andrieu, Anthony Lee, Sam Power +1
We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algori…
Solving the Poisson equation using coupled Markov chains
Randal Douc, Pierre E. Jacob, Anthony Lee +1
This article shows how coupled Markov chains that meet exactly after a random number of iterations can be used to generate unbiased estimators of the solutions of the Poisson equat…