Abstract
We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical study of convergence rates in the setting of Markov chain Monte Carlo methods, but also well beyond.
Original language | Undefined/Unknown |
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DOIs | |
Publication status | Published - 10 Aug 2022 |
Bibliographical note
80 pagesKeywords
- math.PR
- stat.CO
- 60J22, 65C05