登录 注册

Hyper-V uniform ergodicity of Markov chains

🔗 访问原文
🔗 Access Paper

📝 摘要
Abstract

We develop a new uniform drift condition and local minorization that implies a stronger weighted form of uniform ergodicity for Markov chains we call hyper-V uniform ergodicity. The convergence guarantees geometric decay of the bias towards the invariant measure independently of the initialization for all functions controlled by a dominating function V. A key advantage of the approach is that it bypasses the need to establish a global minorization condition, which is often substantially more difficult to verify in practice, while yielding stronger convergence guarantees than global minorization. Optimal convergence bounds in a minimax sense of the framework are established. The utility of the framework is demonstrated through applications to the P'olya-Gamma and Kolmogorov-Gamma Gibbs samplers. We also show qualitative hyper-V uniform ergodicity convergence for two-variable Gibbs samplers can be inferred by the form of the invariant measure, bypassing convergence analysis entirely.

📊 文章统计
Article Statistics

基础数据
Basic Stats

171 浏览
Views
0 下载
Downloads
23 引用
Citations

引用趋势
Citation Trend

阅读国家分布
Country Distribution

阅读机构分布
Institution Distribution

月度浏览趋势
Monthly Views

相关关键词
Related Keywords

影响因子分析
Impact Analysis

6.40 综合评分
Overall Score
引用影响力
Citation Impact
浏览热度
View Popularity
下载频次
Download Frequency

📄 相关文章
Related Articles

海洋智能分析Ocean AI Analysis

正在分析中,请稍候…Analyzing, please wait…
海洋智能体 🌊
海洋智能体
AI科研助手 · 3665篇文献
我看到你正在阅读一篇文献,需要我帮你解读摘要、推荐相关论文,或者分析研究方法论吗?