Related papers: Contractive coupling rates and curvature lower bou…
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…
In this paper we develop the theory of quantum reverse hypercontractivity inequalities and show how they can be derived from log-Sobolev inequalities. Next we prove a generalization of the Stroock-Varopoulos inequality in the…
We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…
This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber…
We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach combines logarithmic Sobolev and Talagrand-type…
This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte Carlo (MCMC), aimed at researchers new to the field. We…
In this paper we consider global $\theta$-curvatures of finite Markov chains with associated means $\theta$ in the spirit of the entropic curvature (based on the logarithmic mean) by Erbar-Maas and Mielke. As in the case of Bakry-\'Emery…
Dynamical systems that are contracting on a subspace are said to be semicontracting. Semicontraction theory is a useful tool in the study of consensus algorithms and dynamical flow systems such as Markov chains. To develop a comprehensive…
We investigate the mixing rate of a Markov chain where a combination of long distance edges and non-reversibility is introduced: as a first step, we focus here on the following graphs: starting from the cycle graph, we select random nodes…
Convergence rate analysis for general state-space Markov chains is fundamentally important in areas such as Markov chain Monte Carlo and algorithmic analysis (for computing explicit convergence bounds). This problem, however, is notoriously…
Lott-Sturm-Villani theory of curvature on geodesic spaces has been extended to discrete graph spaces by C. L{\'e}onard by replacing W2-Wasserstein geodesics by Schr{\"o}odinger bridges in the definition of entropic curvature [23, 25, 24].…
We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on…
For general spin systems, we prove that a contractive coupling for any local Markov chain implies optimal bounds on the mixing time and the modified log-Sobolev constant for a large class of Markov chains including the Glauber dynamics,…
Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…
We prove a general lemma for deriving contraction rates for linear inverse problems with non parametric nonconjugate priors. We then apply it to get contraction rates for both mildly and severely ill posed linear inverse problems with…
We investigate lower bounds on the subgeometric convergence of adaptive Markov chain Monte Carlo under any adaptation strategy. In particular, we prove general lower bounds in total variation and on the weak convergence rate under general…
In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…
Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing time bounds and, more recently, the cutoff phenomenon. In…