Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC.
Christophe AndrieuAnthony LeeSam PowerAndi Q. WangPublished in: CoRR (2021)
Keyphrases
- markov chain
- steady state
- monte carlo
- stationary distribution
- finite state
- state space
- stochastic process
- markov chain monte carlo
- transition probabilities
- markov model
- markov process
- monte carlo method
- random walk
- markov processes
- sufficient conditions
- monte carlo simulation
- importance sampling
- weighted sums
- transition matrix
- gibbs sampling
- model selection
- higher order