Conductance Bounds on the L2 Convergence Rate of Metropolis Algorithms on Unbounded State Spaces

In this paper we derive bounds on the conductance and hence on the spectral gap of a Metropolis algorithmwith amonotone, log-concave target density on an interval ofR. We show that the minimal conductance set has measure 1 2 and we use this characterization to bound the conductance in terms of the conductance of the algorithm restricted to a smaller domain. Whereas previous work on conductance has resulted in good bounds forMarkov chains on bounded domains, this is the first conductance bound applicable to unbounded domains. We then show how this result can be combined with the state-decomposition theorem ofMadras andRandall (2002) to bound the spectral gap ofMetropolis algorithms with target distributions with monotone, log-concave tails on R.