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Andreas Eberle

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Sampling Crash CourseGeometric Methods in Optimization and Sampling Boot Camp2021-08-30
Shows that random-walk Metropolis has exponentially small acceptance unless step size scales like O(1/d), uses conductance to turn that into provable lower…
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Sampling Crash Course (continued)Geometric Methods in Optimization and Sampling Boot Camp2021-08-30
Shows that reflection coupling yields contraction only after applying a carefully chosen concave WF distance f with explicit constants depending on L, k, R…
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