Author

Aleksandar Mijatovic

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Preprint Aug 2026

Diffeomorphic Markov Chain Monte Carlo: fast mixing for heavy-tailed distributions

A new class of uniformly ergodic MCMC algorithms, termed Diffeomorphic Contraction Sampler (DCS), is introduced, and fast non-asymptotic mixing guarantees for DCS targeting distributions on $\R^d$ with arbitrarily heavy polynomial tails are provided.

Miha Bresar, Aleksandar Mijatovic · 1 citation