Duke Applied Mathematics

Publications [#361449] of Jonathan C. Mattingly

Papers Published

1. Johndrow, JE; Mattingly, JC, Error bounds for Approximations of Markov chains used in Bayesian Sampling (November, 2017)
   (last updated on 2026/01/21)

   Abstract:
   We give a number of results on approximations of Markov kernels in total variation and Wasserstein norms weighted by a Lyapunov function. The results are applied to examples from Bayesian statistics where approximations to transition kernels are made to reduce computational costs.