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Negative moments are unnecessary for polynomial ergodicity of pseudo-marginal chains
Consider a pseudo-marginal Markov chain with weight variable $w$ and a drift function that may contain a factor $w^{-\alpha}$ . Negative-moment conjecture. The negative moment condi…
Conjectureopenmarkov-chain-monte-carlo polynomial-ergodicity pseudo-marginal-methodsarXiv posted 2 days ago

Negative moments are unnecessary for polynomial ergodicity of pseudo-marginal chains