Wasserstein de-initialization for Markov chains

2026-10-08来源 arXiv stat.THEnglish
arXiv:2610.10234v1 Announce Type: cross Abstract: This article generalizes the de-initialization framework, proposed by (Roberts and Rosenthal, 2001) for total variation distance, to Wasserstein distances. In essence, de-initialization captures the phenomenon that in the presence of certain structural features, the convergence behaviour of a Markov chain can be reduced to that of a "simpler" stochastic process. Our results allow to measure this in terms of a general Wasserstein distance. We apply them to analyse the Wasserstein convergence behaviour of Gibbs sampling, linchpin variable sampling and slice sampling.

原文:https://www.a8q9.cn/en/article/wasserstein-de-initialization-for-markov-chains-036b12.html

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