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Pseudospectral-gap proxy conjecture for nonreversible subsampling MCMC
Pseudospectral-gap proxy conjecture. The pseudospectral gap is a good proxy for the convergence rate of Monte Carlo ergodic averages for some proposed nonreversible subsampling MCM…
Conjectureopenmarkov-chain-monte-carlo nonreversible-markov-chains spectral-gapsarXiv posted 2 days ago

Pseudospectral-gap proxy conjecture for nonreversible subsampling MCMC