Antithetic coupling of two Gibbs sampler chains.

DOI10.1214/AOS/1015956710MaRDI QIDQ1848817zbMATH OpenOpenAlexFDO

Authors Arnoldo Frigessi, J. Gåsemyr, Håvard Rue

Publication date 14 November 2002

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1015956710

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 1222286 (Why is no real title available?)
• scientific article; zbMATH DE number 720679 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• Association of Random Variables, with Applications
• Bayesian Inference of Survival Probabilities, Under Stochastic Ordering Constraints
• Improving Stochastic Relaxation for Gussian Random Fields
• Markov chains and stochastic stability
• Perfect Simulation of Conditionally Specified Models
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(11)

• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Optimization of the antithetic Gibbs sampler for Gaussian Markov random fields
• Designing simple and efficient Markov chain Monte Carlo proposal kernels
• Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
• Constructing sampling schemes via coupling: Markov semigroups and optimal transport
• Information bounds for Gibbs samplers
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• A quasi-Monte Carlo Metropolis algorithm
• New inputs and methods for Markov chain quasi-Monte Carlo
• Computing Bayes: from then `til now
• Living on the edge: an unified approach to antithetic sampling

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