Two convergence properties of hybrid samplers
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Publication:1296738
DOI10.1214/AOAP/1028903533zbMATH Open0938.60055OpenAlexW2136521556MaRDI QIDQ1296738FDOQ1296738
Jeffrey S. Rosenthal, Gareth O. Roberts
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
Markov processes: estimation; hidden Markov models (62M05) Parametric inference (62F99) Discrete-time Markov processes on general state spaces (60J05)
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Cited In (16)
- Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
- CUQIpy: I. Computational uncertainty quantification for inverse problems in Python
- A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
- Computationally efficient inference for latent position network models
- Convergence rates of two-component MCMC samplers
- Adaptive Gibbs samplers and related MCMC methods
- 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
- Markov-chain monte carlo: Some practical implications of theoretical results
- Approximate bounding of mixing time for multiple-step Gibbs samplers
- Convergence of Conditional Metropolis-Hastings Samplers
- Estimating drift and minorization coefficients for Gibbs sampling algorithms
- A Hybrid Gibbs Sampler for Edge-Preserving Tomographic Reconstruction with Uncertain View Angles
- On nonlinear Markov chain Monte Carlo
- A computational procedure for estimation of the mixing time of the random-scan Metropolis algorithm
- Component-wise Markov chain Monte Carlo: uniform and geometric ergodicity under mixing and composition
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