Andrieu, Christophe

Lee, Anthony

Power, Sam

Wang, Andi Q.

English

We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical study of convergence rates in the setting of Markov chain Monte Carlo methods, but also well beyond

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Poincaré inequalities for Markov chains:a meeting with Cheeger, Lyapunov and Metropolis

https://research-information.bris.ac.uk/ws/files/341611906/2208.05239v1.pdf

Poincaré inequalities for Markov chains:a meeting with Cheeger, Lyapunov and Metropolis

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