Conductance bounds on the<i>L</i><sup>2</sup>convergence rate of Metropolis algorithms on unbounded state spaces
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Bibliographic record
Abstract
In this paper we derive bounds on the conductance and hence on the spectral gap of a Metropolis algorithm with a monotone, log-concave target density on an interval of ℝ. We show that the minimal conductance set has measure ½ and we use this characterization to bound the conductance in terms of the conductance of the algorithm restricted to a smaller domain. Whereas previous work on conductance has resulted in good bounds for Markov chains on bounded domains, this is the first conductance bound applicable to unbounded domains. We then show how this result can be combined with the state-decomposition theorem of Madras and Randall (2002) to bound the spectral gap of Metropolis algorithms with target distributions with monotone, log-concave tails on ℝ.
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| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.003 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.001 |
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| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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