QUANTITATIVE SPECTRAL GAP ESTIMATE AND WASSERSTEIN CONTRACTION OF SIMPLE SLICE SAMPLING

• 成果类型: Article
• 署名作者: Natarovskii, Viacheslav; Rudolf, Daniel; Sprungk, Bjoern
• 署名单位: University of Gottingen; Technical University Freiberg
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/20-AAP1605
• 发表日期: 2021
• 页码: 806-825
• 关键词: chain monte-carlo; CONVERGENCE

摘要

We prove Wasserstein contraction of simple slice sampling for approximate sampling w.r.t. distributions with log-concave and rotational invariant Lebesgue densities. This yields, in particular, an explicit quantitative lower bound of the spectral gap of simple slice sampling. Moreover, this lower bound carries over to more general target distributions depending only on the volume of the (super-)level sets of their unnormalized density.