Error bounds for Approximations of Markov chains used in Bayesian Sampling

Journal Article

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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Duke Authors

Cited Authors

  • Johndrow, JE; Mattingly, JC