Information bounds for Gibbs samplers
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Cites work
- A characterization of limiting distributions of regular estimates
- Antithetic coupling of two Gibbs sampler chains.
- Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Computable bounds for geometric convergence rates of Markov chains
- Coordinate selection rules for Gibbs sampling
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Efficiency of empirical estimators for Markov chains
- Efficiency of estimators for partially specified filtered models
- Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Geometric ergodicity and hybrid Markov chains
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- Local asymptotic normality and mixed normality for Markov statistical models
- Markov chain Monte Carlo and Rao-Blackwellization
- Markov chains and stochastic stability
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
- On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
- Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields
- Optimum Monte-Carlo sampling using Markov chains
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Rates of convergence of the Hastings and Metropolis algorithms
- Sampling-Based Approaches to Calculating Marginal Densities
- The Calculation of Posterior Distributions by Data Augmentation
Cited in
(16)- Comparing sweep strategies for stochastic relaxation
- Coordinate selection rules for Gibbs sampling
- Antithetic coupling of two Gibbs sampler chains.
- A hybrid scan Gibbs sampler for Bayesian models with latent variables
- Convergence rates of two-component MCMC samplers
- On false discovery control under dependence
- Implementing random scan Gibbs samplers
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- A note on Markov chain Monte Carlo sweep strategies
- On random- and systematic-scan samplers
- Analysis of two-component Gibbs samplers using the theory of two projections
- Spectral gap bounds for reversible hybrid Gibbs chains
- Solidarity of Gibbs samplers: the spectral gap
- Information bounds and MCMC parameter estimation for the pile-up model
- Optimizing random scan Gibbs samplers
- On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound
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