Two convergence properties of hybrid samplers

DOI10.1214/AOAP/1028903533MaRDI QIDQ1296738zbMATHOpenAlexFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date 21 June 2000

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

Full work available at URL https://doi.org/10.1214/aoap/1028903533

zbMATH Keywords

Markov chainMonte Carloconvergence rategeometric convergencehybrid sampler

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3960432 (Why is no real title available?)
• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• Computable bounds for geometric convergence rates of Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Geometric ergodicity and hybrid Markov chains
• Markov chains and stochastic stability
• Markov chains for exploring posterior distributions. (With discussion)
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Monte Carlo sampling methods using Markov chains and their applications
• Sampling-Based Approaches to Calculating Marginal Densities
• Strong uniform times and finite random walks

Cited in

(18)

• CUQIpy: I. Computational uncertainty quantification for inverse problems in Python
• Adaptive Gibbs samplers and related MCMC methods
• A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
• On nonlinear Markov chain Monte Carlo
• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
• Convergence rates of two-component MCMC samplers
• Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
• Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths
• Approximate bounding of mixing time for multiple-step Gibbs samplers
• Computationally efficient inference for latent position network models
• A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
• On the geometric ergodicity of hybrid samplers
• Markov-chain monte carlo: Some practical implications of theoretical results
• A hybrid Gibbs sampler for edge-preserving tomographic reconstruction with uncertain view angles
• Convergence of conditional Metropolis-Hastings samplers
• Geometric ergodicity and scanning strategies for two-component Gibbs samplers
• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling

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