Convergence Properties of Perturbed Markov Chains

DOI10.1239/JAP/1032192546MaRDI QIDQ4393820zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal, Peter O. Schwartz

Publication date 11 June 1998

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/987105fdb6a603fc640442ee5ecc29842651caa6

zbMATH Keywords

geometric ergodicityMarkov chainperturbationstationary distribution

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Parametric inference (62F99) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• A note on geometric ergodicity and floating-point roundoff error
• Uniform Stability of Markov Chains
• Strong stability and perturbation bounds for discrete Markov chains
• A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

Cited in

(29)

• Uniform time average consistency of Monte Carlo particle filters
• Numerical simulation of polynomial-speed convergence phenomenon
• Perturbation theory for Markov chains via Wasserstein distance
• Convergence parameter associated with a Markov chain and a family of functions
• Slow hit-and-run sampling
• Perturbation bounds for Monte Carlo within metropolis via restricted approximations
• Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors
• Perturbation analysis for continuous-time Markov chains
• Convergence of Markov chains in the relative supremum norm
• Stability of noisy Metropolis-Hastings
• Geometric ergodicity for classes of homogeneous Markov chains
• Frailty modeling via the empirical Bayes-Hastings sampler
• Markov-chain monte carlo: Some practical implications of theoretical results
• Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
• Regular Perturbation of V-Geometrically Ergodic Markov Chains
• Scalable approximate MCMC algorithms for the horseshoe prior
• Real-time inverse solution of the composites' cure heat transfer problem under uncertainty
• Approximations of geometrically ergodic reversible Markov chains
• Convergence of Griddy Gibbs sampling and other perturbed Markov chains
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Sensitivity and convergence of uniformly ergodic Markov chains
• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
• A note on geometric ergodicity and floating-point roundoff error
• Finding our way in the dark: approximate MCMC for approximate Bayesian methods
• Robustness of iterated function systems of Lipschitz maps
• Perturbation theory for killed Markov processes and quasi-stationary distributions
• Weak convergence of adaptive Markov chain Monte Carlo
• Convergence speed and approximation accuracy of numerical MCMC
• Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains

This page was built for publication: Convergence Properties of Perturbed Markov Chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4393820)