Information bounds for Gibbs samplers (Q1307091)

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Language	Label	Description	Also known as
English	Information bounds for Gibbs samplers	scientific article

Statements

scholarly article

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Information bounds for Gibbs samplers (English)

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Ian W. McKeague

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Wolfgang Wefelmeyer

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Prescilla E. Greenwood

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The Annals of Statistics

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publication date

14 December 1999

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zbMATH Keywords

efficient estimator

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empirical estimator

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Markov chain Monte Carlo

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variance bound

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1214/aos/1024691464

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Coordinate selection rules for Gibbs sampling

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Optimal spectral structure of reversible stochastic matrices, Monte Carlo methods and the simulation of Markov random fields

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Antithetic coupling of two Gibbs sampler chains.

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Sampling-Based Approaches to Calculating Marginal Densities

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Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields

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Efficiency of estimators for partially specified filtered models

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Efficiency of empirical estimators for Markov chains

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A characterization of limiting distributions of regular estimates

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Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications

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On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models

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Local asymptotic normality and mixed normality for Markov statistical models

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On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds

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Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions

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Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes

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Markov chain Monte Carlo and Rao-Blackwellization

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Rates of convergence of the Hastings and Metropolis algorithms

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Markov chains and stochastic stability

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Computable bounds for geometric convergence rates of Markov chains

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Efficient estimation of the stationary distribution for exponentially ergodic Markov chains

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Optimum Monte-Carlo sampling using Markov chains

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Geometric ergodicity and hybrid Markov chains

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Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms

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Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

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The Calculation of Posterior Distributions by Data Augmentation

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Identifiers

zbMATH Open document ID

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10.1214/aos/1024691464

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1307091

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