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11/16/2022
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
We derive the first explicit bounds for the spectral gap of a random wal...
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08/10/2022
Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis
We develop a theory of weak Poincaré inequalities to characterize conver...
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12/10/2021
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
We investigate the use of a certain class of functional inequalities kno...
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12/31/2020
Nonreversible MCMC from conditional invertible transforms: a complete recipe with convergence guarantees
Markov Chain Monte Carlo (MCMC) is a class of algorithms to sample compl...
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12/29/2020
A general perspective on the Metropolis-Hastings kernel
Since its inception the Metropolis-Hastings kernel has been applied in s...
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12/29/2020
Metropolis-Hastings with Averaged Acceptance Ratios
Markov chain Monte Carlo (MCMC) methods to sample from a probability dis...
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11/18/2020
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
We extend the hypocoercivity framework for piecewise-deterministic Marko...
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06/14/2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario
Historically time-reversibility of the transitions or processes underpin...
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09/07/2018
Scalable Monte Carlo inference for state-space models
We present an original simulation-based method to estimate likelihood ra...
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08/26/2018
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
In this work, we establish L^2-exponential convergence for a broad class...
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08/26/2018
Hypercoercivity of Piecewise Deterministic Markov Process-Monte Carlo
In this paper we derive spectral gap estimates for several Piecewise Det...
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03/26/2018
On the utility of Metropolis-Hastings with asymmetric acceptance ratio
The Metropolis-Hastings algorithm allows one to sample asymptotically fr...
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07/19/2013
Kernel Adaptive Metropolis-Hastings
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the p...
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01/16/2013