Daniel Rudolf, Institute for Mathematical Stochastics, Georg-August-Universität Göttingen

Title: Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling

Abstract: By proving Wasserstein contraction of simple slice sampling for approximate sampling of distributions determined by log-concave rotational invariant unnormalized densities we derive an explicit quantitative lower bound of the spectral gap. In particular, the lower bound of the spectral gap carries over to more general distributions depending only on the volume of the (super-)level sets of the unnormalized density.