Math @ Duke
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Publications [#361449] of Jonathan C. Mattingly
search arxiv.org.Papers Published
- Johndrow, JE; Mattingly, JC, Error bounds for Approximations of Markov chains used in Bayesian
Sampling
(November, 2017)
(last updated on 2025/01/30)
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.
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