Honest exploration of intractable probability distributions via Markov chain Monte Carlo. (Q1431211)

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

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scholarly article

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

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James P. Hobert

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Statistical Science

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publication date

27 May 2004

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1214/ss/1015346317

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A New Approach to the Limit Theory of Recurrent Markov Chains

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Bayesian computation and stochastic systems. With comments and reply.

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A geometric interpretation of the Metropolis-Hastings algorithm.

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Empirical supremum rejection sampling

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Markov chains for exploring posterior distributions. (With discussion)

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Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations

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Geometric bounds for eigenvalues of Markov chains

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Algebraic algorithms for sampling from conditional distributions

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Sampling-Based Approaches to Calculating Marginal Densities

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Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference

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Adaptive Markov Chain Monte Carlo through Regeneration

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Regenerative structure of Markov chains simulated via common random numbers

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Simulation Output Analysis Using Standardized Time Series

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Discretization of Continuous Markov Chains and Markov Chain Monte Carlo Convergence Assessment

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

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On the applicability of regenerative simulation in Markov chain Monte Carlo

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On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds

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Geometric ergodicity of Metropolis algorithms

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Polynomial convergence rates of Markov chains

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Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes

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Geometric Convergence Rates for Stochastically Ordered Markov Chains

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Maximum Likelihood Algorithms for Generalized Linear Mixed Models

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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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Computable bounds for geometric convergence rates of Markov chains

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Regeneration in Markov Chain Samplers

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A splitting technique for Harris recurrent Markov chains

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General Irreducible Markov Chains and Non-Negative Operators

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Convergence control methods for Markov chain Monte Carlo algorithms

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On convergence rates of Gibbs samplers for uniform distributions

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Convergence of Slice Sampler Markov Chains

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

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Bounds on regeneration times and convergence rates for Markov chains

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Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains''

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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Batch Size Effects in the Analysis of Simulation Output

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The Calculation of Posterior Distributions by Data Augmentation

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A note on Metropolis-Hastings kernels for general state spaces

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Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).

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Identifiers

zbMATH Open document ID

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10.1214/ss/1015346317

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1431211

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