Geometric analysis for the Metropolis algorithm on Lipschitz domains

DOI10.1007/S00222-010-0303-6MaRDI QIDQ636824zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, Gilles Lebeau, Laurent Michel

Publication date 30 August 2011

Published in Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00222-010-0303-6

zbMATH Keywords

Metropolis algorithmgeometric analysisLipschitz domainsMetropolis operator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)

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• Comparison techniques for random walk on finite groups
• Micro-local analysis for the Metropolis algorithm
• Nash inequalities for finite Markov chains
• Random close packing of granular matter
• Semi-classical analysis of a random walk on a manifold
• Statistical mechanics: Algorithms and computations. With CD-ROM.

Cited in

(29)

• Singular relaxation of a random walk in a box with a Metropolis Monte Carlo dynamics
• Metropolis Monte Carlo sampling: convergence, localization transition and optimality
• Sparse locally-jammed disk packings
• Sparse hard-disk packings and local Markov chains
• Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
• Spectral asymptotics for the Metropolis algorithm on singular domains
• Metropolis
• Spectral analysis of hypoelliptic random walks
• Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
• Some things we've learned (about Markov chain Monte Carlo)
• Convergence of Metropolis-type algorithms for a large canonical ensemble
• Another conversation with Persi Diaconis
• Harnack inequalities and Gaussian estimates for random walks on metric measure spaces
• On the hard sphere model and sphere packings in high dimensions
• Multidimensional examples of the Metropolis algorithm
• Birthday inequalities, repulsion, and hard spheres
• Ornstein-Uhlenbeck pinball and the Poincaré inequality in a punctured domain
• Archimedes' principle for Brownian liquid
• Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
• Rates of decay in the classical Katznelson-Tzafriri theorem
• Long time behavior of stochastic hard ball systems
• Gibbs/Metropolis algorithms on a convex polytope
• The mathematics of mixing things up
• Micro-local analysis for the Metropolis algorithm
• Asymptotic behaviors for nonlocal diffusion equations about the dispersal spread
• PDMP characterisation of event-chain Monte Carlo algorithms for particle systems
• Random walk on surfaces with hyperbolic cusps
• Correlation decay for hard spheres via Markov chains
• The Markov chain Monte Carlo revolution

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