Abstract
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
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Acknowledgements
We thank John Lafferty for asking this question, and the anonymous referees and editors for very helpful reports which greatly improved the manuscript.
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Gareth O. Roberts was supported in part by EPSRC grants EP/K014463/1 (i-Like) and EP/D002060/1 (CRiSM). Jeffrey S. Rosenthal was supported in part by NSERC of Canada.
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Roberts, G.O., Rosenthal, J.S. Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions. Methodol Comput Appl Probab 21, 921–929 (2019). https://doi.org/10.1007/s11009-017-9567-2
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DOI: https://doi.org/10.1007/s11009-017-9567-2