Improving the convergence of reversible samplers (Q330615): Difference between revisions

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+Stochastic simulation: Algorithms and analysis
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+On the convergence of the Markov chain simulation method
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+Non-reversible Metropolis-Hastings
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+Accelerating reversible Markov chains
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+Large deviations
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+Analysis of a nonreversible Markov chain sampler.
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+On the spectral analysis of second-order Markov chains
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+Asymptotic evaluation of certain markov process expectations for large time, I
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+Variance reduction using nonreversible Langevin samplers
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+On the Infinite Swapping Limit for Parallel Tempering
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+On the large deviation rate function for the empirical measures of reversible jump Markov processes
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+The behavior of the spectral gap under growing drift
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+Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
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+Q4272795
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+On Large Deviations from the Invariant Measure
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+Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
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+Accelerating Gaussian diffusions
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+Accelerating diffusions
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+Variance reduction for diffusions
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+Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
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+Monotonicity of the dynamical activity
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+Rates of convergence of the Hastings and Metropolis algorithms
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+Markov Chains and Stochastic Stability
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+Efficiency of finite state space Monte Carlo Markov chains
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+Ordering and improving the performance of Monte Carlo Markov chains.
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+Variance reduction for irreversible Langevin samplers and diffusion on graphs
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+Optimum Monte-Carlo sampling using Markov chains
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+Irreversible Langevin samplers and variance reduction: a large deviations approach
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+General state space Markov chains and MCMC algorithms
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+A note on Metropolis-Hastings kernels for general state spaces
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+Irreversible Monte Carlo algorithms for efficient sampling
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