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

DOI10.1214/AOAP/1177005652MaRDI QIDQ1201317zbMATH OpenOpenAlexFDO

Authors Arnoldo Frigessi, Chii-Ruey Hwang, Laurent Younes

Publication date 17 January 1993

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

Full work available at URL https://doi.org/10.1214/aoap/1177005652

zbMATH Keywords

weak convergenceMonte Carlo methodsstochastic matriceslattice-based Gibbs distributionssimulation algorithm for Markov random fields

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random fields (60G60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

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Cited in

(28)

• Searching for efficient Markov chain Monte Carlo proposal kernels
• Accelerating reversible Markov chains
• Asymptotic behavior of eigenvalues and random updating schemes
• Generalized Markov chain tree theorem and Kemeny's constant for a class of non-Markovian matrices
• Sampling and Statistical Physics via Symmetry
• Optimal variance reduction for Markov chain Monte Carlo
• Random reversible Markov matrices with tunable extremal eigenvalues
• Constructing optimal transition matrix for Markov chain Monte Carlo
• Efficiency of finite state space Monte Carlo Markov chains
• An Extension of the Metropolis Algorithm
• Accelerating diffusions
• Optimal Markov chain Monte Carlo sampling
• Markov chain Monte Carlo and Rao-Blackwellization
• Variance reduction for diffusions
• Variational formulas for asymptotic variance of general discrete-time Markov chains
• On the rate of convergence of the Gibbs sampler for the 1-D Ising model by geometric bound
• On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
• Ordering and improving the performance of Monte Carlo Markov chains.
• Information bounds for Gibbs samplers
• Reducing rejection exponentially improves Markov chain Monte Carlo sampling
• Algorithms for improving efficiency of discrete Markov chains
• Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
• Attaining the optimal Gaussian diffusion acceleration
• Error bounds for computing the expectation by Markov chain Monte Carlo
• Improving the convergence of reversible samplers
• Markov-chain monte carlo: Some practical implications of theoretical results
• On the asymptotic variance of reversible Markov chain without cycles
• On multiple acceleration of reversible Markov chain

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