no code implementations • 10 Dec 2021 • Christophe Andrieu, Anthony Lee, Sam Power, Andi Q. Wang
We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium.
no code implementations • 31 Dec 2020 • Achille Thin, Nikita Kotelevskii, Christophe Andrieu, Alain Durmus, Eric Moulines, Maxim Panov
This paper fills the gap by developing general tools to ensure that a class of nonreversible Markov kernels, possibly relying on complex transforms, has the desired invariance property and leads to convergent algorithms.
1 code implementation • 19 Jul 2013 • Dino Sejdinovic, Heiko Strathmann, Maria Lomeli Garcia, Christophe Andrieu, Arthur Gretton
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support.
