Hitting Time and Convergence Rate Bounds for Symmetric Langevin\n Diffusions

2016/11/09 by Gareth O. Roberts, Roberts, Gareth O., Jeffrey S. Rosenthal +1
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1611.03141

openalex publication_date 2016/11/09 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28

Abstract

We provide quantitative bounds on the convergence to stationarity of\nreal-valued Langevin diffusions with symmetric target densities.\n

Citations

• Renewal theory and computable convergence rates for geometrically ergodic Markov chains

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