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11/16/2022
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
We derive the first explicit bounds for the spectral gap of a random wal...
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10/18/2022
Sampling using Adaptive Regenerative Processes
Enriching Brownian Motion with regenerations from a fixed regeneration d...
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08/10/2022
Poincaré inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis
We develop a theory of weak Poincaré inequalities to characterize conver...
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12/10/2021
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC
We investigate the use of a certain class of functional inequalities kno...
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11/10/2021
PDMP Monte Carlo methods for piecewise-smooth densities
There has been substantial interest in developing Markov chain Monte Car...
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09/28/2021
Perturbation theory for killed Markov processes and quasi-stationary distributions
We investigate the stability of quasi-stationary distributions of killed...
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11/18/2020
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
We extend the hypocoercivity framework for piecewise-deterministic Marko...
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10/11/2019
Regeneration-enriched Markov processes with application to Monte Carlo
We study a class of Markov processes comprising local dynamics governed ...
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08/21/2018