Stability of noisy Metropolis-Hastings (Q341137)

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Language	Label	Description	Also known as
English	Stability of noisy Metropolis-Hastings	scientific article

Statements

scholarly article

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Stability of noisy Metropolis-Hastings (English)

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Statistics and Computing

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publication date

16 November 2016

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full work available at URL

https://arxiv.org/abs/1503.07066

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zbMATH Keywords

Markov chain Monte Carlo

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pseudo-marginal Monte Carlo

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Monte Carlo within Metropolis

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intractable likelihoods

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geometric ergodicity

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MaRDI profile type

MaRDI publication profile

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Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

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The pseudo-marginal approach for efficient Monte Carlo computations

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Establishing some order amongst exact approximations of MCMCs

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Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

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Particle Markov Chain Monte Carlo for Efficient Numerical Simulation

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Regular Perturbation of <i>V</i>-Geometrically Ergodic Markov Chains

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A note on geometric ergodicity and floating-point roundoff error

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On exponential ergodicity and spectral structure for birth-death processes. II

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Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

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Estimating Macroeconomic Models: A Likelihood Approach

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Batch means and spectral variance estimators in Markov chain Monte Carlo

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On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods

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Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

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The Existence of the First Negative Moment Revisited

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Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation

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Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods

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Simulation-based Bayesian inference for epidemic models

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Rates of convergence of the Hastings and Metropolis algorithms

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Computable bounds for geometric convergence rates of Markov chains

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Markov Chains and Stochastic Stability

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Sensitivity and convergence of uniformly ergodic Markov chains

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Analyses of Infectious Disease Data from Household Outbreaks by Markov Chain Monte Carlo Methods

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On some properties of Markov chain Monte Carlo simulation methods based on the particle filter

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Geometric ergodicity and hybrid Markov chains

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General state space Markov chains and MCMC algorithms

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

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Convergence Properties of Perturbed Markov Chains

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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Perturbation theory for Markov chains via Wasserstein distance

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A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

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On the efficiency of pseudo-marginal random walk Metropolis algorithms

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Identifiers

zbMATH Open document ID

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10.1007/s11222-015-9604-3

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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:341137

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