Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions

Keyphrases

• Distance-based 100%
• Markov Chain 100%
• Drift Condition 100%
• Contraction Condition 100%
• Wasserstein Distance 100%
• Convergence Bounds 100%
• Generalized Contraction 100%
• Generalized Drift 100%
• Geometric Convergence 100%
• State Space 50%
• Random Effects Model 50%
• Stationary Distribution 50%
• Stationarity 50%
• Gibbs Sampling 50%
• Polish Space 50%
• Geometric Bounds 50%
• Nonlinear Autoregressive Process 50%

Mathematics

• Contraction Condition 100%
• Wasserstein Distance 100%
• Markov Chain 100%
• Nonlinear 50%
• Stationarity 50%
• Upper Bound 50%
• Autoregressive Model 50%
• Random Effects Model 50%
• Gibbs Algorithm 50%
• Polish Space 50%