Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances

Bernoulli

Volumn 16, Issue 3, 2010, Pages 882-902

  Madras, Neal ^a   Sezer, Deniz ^b  

^a YORK UNIVERSITY   (Canada)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

Convergence rate; Coupling; Gibbs sampler; Iterated random functions; Local contractivity; Logistic map; Markov chain; Random dynamical system; Total variation distance; Wasserstein distance

Indexed keywords

EID: 77957564940     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/09-BEJ238     Document Type: Article

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