Improving Stochastic Relaxation for Gussian Random Fields

DOI10.1017/S0269964800001674zbMath1134.60347MaRDI QIDQ3415978

Piero Barone, Arnoldo Frigessi

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Random fields (60G60)

Related Items (15)

Designing simple and efficient Markov chain Monte Carlo proposal kernels ⋮ Convergence properties of the Gibbs sampler for perturbations of Gaussians ⋮ On the performance of the gibbs sampler for the multivariate normal distribution ⋮ Zero variance differential geometric Markov chain Monte Carlo algorithms ⋮ Slice sampling. (With discussions and rejoinder) ⋮ On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions ⋮ Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields ⋮ Asymptotic behavior of eigenvalues and random updating schemes ⋮ General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities ⋮ Zero variance Markov chain Monte Carlo for Bayesian estimators ⋮ Coordinate selection rules for Gibbs sampling ⋮ Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions ⋮ Antithetic coupling of two Gibbs sampler chains. ⋮ Variance reduction for Metropolis-Hastings samplers ⋮ High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm

Cites Work

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• On the accelerated iterative method for estimating the optimum overrelaxation parameter
• Generalised consistent ordering and the optimum successive overrelaxation factor
• A New Approach to the Limit Theory of Recurrent Markov Chains

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