DCS pulls heavy-tailed targets back to a Euclidean ball and proves uniform ergodicity for any polynomial tail, with O(d^3) Hit-and-Run mixing for Student-t targets.
Wang,Weak Poincar´ e inequalities for Markov chains: theory and applications, Ann
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Diffeomorphic Markov Chain Monte Carlo: fast mixing for heavy-tailed distributions
DCS pulls heavy-tailed targets back to a Euclidean ball and proves uniform ergodicity for any polynomial tail, with O(d^3) Hit-and-Run mixing for Student-t targets.