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- W2892403858 abstract "We study a Metropolis-Hastings algorithm for target measures that are absolutely continuous with respect to a large class of prior measures on Banach spaces. The algorithm is shown to have a spectral gap in a Wasserstein-like semimetric weighted by a Lyapunov function. A number of error bounds are given for computationally tractable approximations of the algorithm including bounds on the closeness of Ces'{a}ro averages and other pathwise quantities. Several applications illustrate the breadth of problems to which the results apply such as discretization by Galerkin-type projections and approximate simulation of the proposal via perturbation theory." @default.
- W2892403858 created "2018-10-05" @default.
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- W2892403858 date "2018-09-30" @default.
- W2892403858 modified "2023-09-27" @default.
- W2892403858 title "Convergence and perturbation theory for an infinite-dimensional Metropolis-Hastings algorithm with self-decomposable priors" @default.
- W2892403858 hasPublicationYear "2018" @default.
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