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arXiv Machine Learning By Patrick Forr\'e

A Direct Route to Markov Chain Convergence via Asymptotic Equivalence with the Target

Read the original on arXiv Machine Learning →

arXiv:2608. 03353v1 Announce Type: cross Abstract: For a Markov kernel $T$ with an invariant probability measure $\pi$, we give a self-contained proof of the Markov chain convergence theorem via a criterion called asymptotic equivalence with the target.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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