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2 votes
1 answer
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How is this bound for a Wasserstein contraction coefficient in this paper obtained?

I'm trying to understand the following conclusion from this paper (see below for the relevant paragraphs): I'm not sure whether they really mean that it follows from the statements of Lemma 3.2 (...
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1 vote
1 answer
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If a Markov semigroup is eventually contractive, can we conclude that it admits a unique invariant measure?

Let $E$ be a separable $\mathbb R$-Banach space, $\rho$ be a complete separable metric on $E$, $\operatorname W_\rho$ denote the Wasserstein metric of order $1$ associated to $\rho$, $\mathcal M_1(E)$ ...
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  • 167
1 vote
0 answers
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Minimizing the rate of geometric ergodicity of a Metropolis-Hastings kernel depending on a parameter

Let $\tilde\kappa$ denote the transition kernel of the Markov chain generated by the Metropolis-Hastings algorithm with proposal kernel $\tilde Q$ and target distribution $\tilde\mu$. I want to ...
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