Introduces global and local contraction coefficients under E_γ-divergence to derive explicit mixing-time bounds for projected Langevin Monte Carlo and independent Metropolis-Hastings, including heavy-tailed cases.
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Local and Global Contraction Principles for MCMC Mixing
Introduces global and local contraction coefficients under E_γ-divergence to derive explicit mixing-time bounds for projected Langevin Monte Carlo and independent Metropolis-Hastings, including heavy-tailed cases.