58 citations · 198 across the 19 of their papers we have counts for
4 papers · 1 filter
Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
Bamdad Hosseini, James E Johndrow
We study a class of Metropolis-Hastings algorithms for target measures that are absolutely continuous with respect to a large class of non-Gaussian prior measures on Banach spaces.…
Fast Mixing of Metropolis-Hastings with Unimodal Targets
James E. Johndrow, Aaron Smith
A well-known folklore result in the MCMC community is that the Metropolis-Hastings algorithm mixes quickly for any unimodal target, as long as the tails are not too heavy. Although…
Error bounds for Approximations of Markov chains used in Bayesian Sampling
James E. Johndrow, Jonathan C. Mattingly
We give a number of results on approximations of Markov kernels in total variation and Wasserstein norms weighted by a Lyapunov function. The results are applied to examples from B…
Coupling and Decoupling to bound an approximating Markov Chain
James E. Johndrow, Jonathan C. Mattingly
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two differ…