Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition (Q5965030): Difference between revisions

Latest revision as of 12:11, 30 July 2024

scientific article; zbMATH DE number 6548128

Language	Label	Description	Also known as
English	Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition	scientific article; zbMATH DE number 6548128

Statements

instance of

scholarly article

0 references

title

Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition (English)

0 references

zbMATH Open document ID

0 references

0 references

0 references

0 references

0 references

0 references

2 March 2016

0 references

full work available at URL

https://arxiv.org/abs/0903.0664

0 references

https://projecteuclid.org/euclid.ss/1377696941

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

geometric ergodicity

0 references

uniform ergodicity

0 references

Markov chain

0 references

Monte Carlo

0 references

Gibbs sampler

0 references

metropolis-within-Gibbs

0 references

random scan

0 references

convergence rate

0 references

MaRDI profile type

MaRDI publication profile

0 references

arXiv ID

0903.0664

0 references

cites work

Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo

0 references

Optimal scaling of Metropolis algorithms: Heading toward general target distributions

0 references

Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm

0 references

Ascent-Based Monte Carlo Expectation– Maximization

0 references

Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalized linear mixed models

0 references

Crossed Random Effect Models for Multiple Outcomes in a Study of Teratogenesis

0 references

Gibbs sampling, exponential families and orthogonal polynomials

0 references

Markov chain Monte Carlo: can we trust the third significant figure?

0 references

Batch means and spectral variance estimators in Markov chain Monte Carlo

0 references

Q3172407

0 references

On the geometric ergodicity of hybrid samplers

0 references

Hierarchical Models: A Current Computational Perspective

0 references

Q3172410

0 references

Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model

0 references

On the applicability of regenerative simulation in Markov chain Monte Carlo

0 references

Geometric ergodicity of Metropolis algorithms

0 references

Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

0 references

Gibbs sampling for a Bayesian hierarchical general linear model

0 references

Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition

0 references

Honest exploration of intractable probability distributions via Markov chain Monte Carlo.

0 references

Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.

0 references

Convergence of Conditional Metropolis-Hastings Samplers

0 references

Fixed-Width Output Analysis for Markov Chain Monte Carlo

0 references

Adaptive Gibbs samplers and related MCMC methods

0 references

Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data

0 references

Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model

0 references

Maximum Likelihood Algorithms for Generalized Linear Mixed Models

0 references

Rates of convergence of the Hastings and Metropolis algorithms

0 references

Markov chains and stochastic stability

0 references

Computable bounds for geometric convergence rates of Markov chains

0 references

Optimal scaling for partially updating MCMC algorithms

0 references

On Convergence Properties of the Monte Carlo EM Algorithm

0 references

Stability of the Gibbs sampler for Bayesian hierarchical models

0 references

Convergence control methods for Markov chain Monte Carlo algorithms

0 references

Q4298913

0 references

Geometric ergodicity and hybrid Markov chains

0 references

Two convergence properties of hybrid samplers

0 references

Convergence of Slice Sampler Markov Chains

0 references

Markov Chains and De-initializing Processes

0 references

General state space Markov chains and MCMC algorithms

0 references

Q4363938

0 references

Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

0 references

Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors

0 references

Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

0 references

Q3172404

0 references

On the Geometric Ergodicity of Two-Variable Gibbs Samplers

0 references

The Calculation of Posterior Distributions by Data Augmentation

0 references

Markov chains for exploring posterior distributions. (With discussion)

0 references

OpenAlex ID

W3102450852

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5965030

@@ Property / cites work @@
+Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Optimal scaling of Metropolis algorithms: Heading toward general target distributions
+Normal rank
@@ Property / cites work @@
+Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
+Normal rank
@@ Property / cites work @@
+Ascent-Based Monte Carlo Expectation– Maximization
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in generalized linear mixed models
+Normal rank
@@ Property / cites work @@
+Crossed Random Effect Models for Multiple Outcomes in a Study of Teratogenesis
+Normal rank
@@ Property / cites work @@
+Gibbs sampling, exponential families and orthogonal polynomials
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo: can we trust the third significant figure?
+Normal rank
@@ Property / cites work @@
+Batch means and spectral variance estimators in Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q3172407
@@ Property / cites work: Q3172407 / rank @@
+Normal rank
@@ Property / cites work @@
+On the geometric ergodicity of hybrid samplers
@@ Property / cites work: On the geometric ergodicity of hybrid samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Hierarchical Models: A Current Computational Perspective
+Normal rank
@@ Property / cites work @@
+Q3172410
@@ Property / cites work: Q3172410 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
+Normal rank
@@ Property / cites work @@
+On the applicability of regenerative simulation in Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of Metropolis algorithms
@@ Property / cites work: Geometric ergodicity of Metropolis algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
+Normal rank
@@ Property / cites work @@
+Gibbs sampling for a Bayesian hierarchical general linear model
+Normal rank
@@ Property / cites work @@
+Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
+Normal rank
@@ Property / cites work @@
+Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
+Normal rank
@@ Property / cites work @@
+Sufficient burn-in for Gibbs samplers for a hierarchical random effects model.
+Normal rank
@@ Property / cites work @@
+Convergence of Conditional Metropolis-Hastings Samplers
+Normal rank
@@ Property / cites work @@
+Fixed-Width Output Analysis for Markov Chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Adaptive Gibbs samplers and related MCMC methods
@@ Property / cites work: Adaptive Gibbs samplers and related MCMC methods / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data
+Normal rank
@@ Property / cites work @@
+Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Algorithms for Generalized Linear Mixed Models
+Normal rank
@@ Property / cites work @@
+Rates of convergence of the Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Computable bounds for geometric convergence rates of Markov chains
+Normal rank
@@ Property / cites work @@
+Optimal scaling for partially updating MCMC algorithms
+Normal rank
@@ Property / cites work @@
+On Convergence Properties of the Monte Carlo EM Algorithm
+Normal rank
@@ Property / cites work @@
+Stability of the Gibbs sampler for Bayesian hierarchical models
+Normal rank
@@ Property / cites work @@
+Convergence control methods for Markov chain Monte Carlo algorithms
+Normal rank
@@ Property / cites work @@
+Q4298913
@@ Property / cites work: Q4298913 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity and hybrid Markov chains
@@ Property / cites work: Geometric ergodicity and hybrid Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Two convergence properties of hybrid samplers
@@ Property / cites work: Two convergence properties of hybrid samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Slice Sampler Markov Chains
@@ Property / cites work: Convergence of Slice Sampler Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Markov Chains and De-initializing Processes
@@ Property / cites work: Markov Chains and De-initializing Processes / rank @@
+Normal rank
@@ Property / cites work @@
+General state space Markov chains and MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Q4363938
@@ Property / cites work: Q4363938 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
+Normal rank
@@ Property / cites work @@
+Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors
+Normal rank
@@ Property / cites work @@
+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q3172404
@@ Property / cites work: Q3172404 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Geometric Ergodicity of Two-Variable Gibbs Samplers
+Normal rank
@@ Property / cites work @@
+The Calculation of Posterior Distributions by Data Augmentation
+Normal rank
@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
+Normal rank
@@ Property / OpenAlex ID @@
+W3102450852
@@ Property / OpenAlex ID: W3102450852 / rank @@
+Normal rank