Two convergence properties of hybrid samplers

DOI10.1214/AOAP/1028903533zbMATH Open0938.60055OpenAlexW2136521556MaRDI QIDQ1296738FDOQ1296738

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

Recommendations

• On the geometric ergodicity of hybrid samplers
• Geometric ergodicity and hybrid Markov chains
• Geometric ergodicity of Metropolis algorithms

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)

Cites Work

• Markov chains for exploring posterior distributions. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities
• Monte Carlo sampling methods using Markov chains and their applications
• Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
• Markov chains and stochastic stability
• Geometric ergodicity and hybrid Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Title not available (Why is that?)
• Strong uniform times and finite random walks
• Computable bounds for geometric convergence rates of Markov chains
• Title not available (Why is that?)

Cited In (18)

• Convergence of conditional Metropolis-Hastings samplers
• Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
• A hybrid Gibbs sampler for edge-preserving tomographic reconstruction with uncertain view angles
• Geometric ergodicity and scanning strategies for two-component Gibbs samplers
• 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
• On the geometric ergodicity of hybrid samplers
• Markov-chain monte carlo: Some practical implications of theoretical results
• Approximate bounding of mixing time for multiple-step Gibbs samplers
• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• 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

This page was built for publication: Two convergence properties of hybrid samplers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296738)