Exact convergence analysis for metropolis-hastings independence samplers in Wasserstein distances.
Austin BrownGalin L. JonesPublished in: J. Appl. Probab. (2024)
Keyphrases
- convergence analysis
- metropolis hastings
- markov chain monte carlo
- global convergence
- sampling algorithm
- posterior distribution
- optimality conditions
- random sampling
- distance measure
- particle filtering
- parameter estimation
- bayesian inference
- convergence rate
- neural network
- markov chain
- approximation methods
- probability distribution
- pairwise
- support vector