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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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10/21/2022
Adaptive Tuning for Metropolis Adjusted Langevin Trajectories
Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous pr...
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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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11/10/2021