Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
From MaRDI portal
Publication:1877387
DOI10.1016/S0304-4149(99)00101-5zbMath1045.60073MaRDI QIDQ1877387
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (9)
Numerical Results for the Metropolis Algorithm ⋮ Comparison theory for Markov chains on different state spaces and application to random walk on derangements ⋮ Gibbs/Metropolis algorithms on a convex polytope ⋮ On the convergence time of some non-reversible Markov chain Monte Carlo methods ⋮ Honest exploration of intractable probability distributions via Markov chain Monte Carlo. ⋮ Fast mixing of Metropolis-Hastings with unimodal targets ⋮ Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces ⋮ Consistent estimation of the spectrum of trace class data augmentation algorithms ⋮ Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Geometric bounds for eigenvalues of Markov chains
- Approximate counting, uniform generation and rapidly mixing Markov chains
- Comparing sweep strategies for stochastic relaxation
- On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
- A Markov chain on the symmetric group and Jack symmetric functions
- Comparison theorems for reversible Markov chains
- Accelerating Gaussian diffusions
- On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
- Sampling from log-concave distributions
- Brownian motion and the fundamental frequency of a drum
- Computable bounds for geometric convergence rates of Markov chains
- Rates of convergence for everywhere-positive Markov chains
- Geometric ergodicity and hybrid Markov chains
- Markov chains for exploring posterior distributions. (With discussion)
- Rates of convergence for Gibbs sampling for variance component models
- Markov chain convergence: From finite to infinite
- Shift-coupling and convergence rates of ergodic averages
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- Approximating the Permanent
- Sampling-Based Approaches to Calculating Marginal Densities
- Diffusion of color in the simple exclusion process
- Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
This page was built for publication: Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
