Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling
Computation
2025-08-25 v2 Probability
Methodology
Abstract
Using the framework of weak Poincar\'e inequalities, we provide a general comparison between Hybrid and Ideal Slice Sampling in terms of their corresponding Dirichlet forms. In particular, under suitable assumptions Hybrid Slice Sampling inherits fast convergence from Ideal Slice Sampling and conversely. We apply our results to analyse the convergence of the Independent Metropolis-Hastings, stepping-out and shrinkage, as well as Hit-and-Run within slice sampling algorithms.
Cite
@article{arxiv.2402.13678,
title = {Weak Poincar\'e inequality comparisons for ideal and hybrid slice sampling},
author = {Sam Power and Daniel Rudolf and Björn Sprungk and Andi Q. Wang},
journal= {arXiv preprint arXiv:2402.13678},
year = {2025}
}
Comments
37 pages, 2 figures