English

Spectral asymptotics for Metropolis algorithm on singular domains

Analysis of PDEs 2021-04-19 v1 Probability Spectral Theory

Abstract

We study the Metropolis algorithm on a bounded connected domain Ω\Omega of the euclidean space with proposal kernel localized at a small scale h>0h > 0. We consider the case of a domain Ω\Omega that may have cusp singularities. For small values of the parameter hh we prove the existence of a spectral gap g(h)g(h) and study the behavior of g(h)g(h) when hh goes to zero. As a consequence, we obtain exponentially fast return to equilibrium in total variation distance.

Keywords

Cite

@article{arxiv.2104.07943,
  title  = {Spectral asymptotics for Metropolis algorithm on singular domains},
  author = {Laurent Michel},
  journal= {arXiv preprint arXiv:2104.07943},
  year   = {2021}
}
R2 v1 2026-06-24T01:14:00.551Z