Geometric ergodicity and hybrid Markov chains

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Cited in

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On reparametrization and the Gibbs sampler
Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
Estimating the spectral gap of a trace-class Markov operator
Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
Convergence of contrastive divergence algorithm in exponential family
Perturbation bounds for Monte Carlo within metropolis via restricted approximations
Stable limits for Markov chains via the principle of conditioning
On some basic features of strictly stationary, reversible Markov chains
Metropolis-Hastings reversiblizations of non-reversible Markov chains
Spectral telescope: convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure
Optimal variance reduction for Markov chain Monte Carlo
The symplectic geometry of closed equilateral random walks in 3-space
Convergence of conditional Metropolis-Hastings samplers
Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
Hit-and-run for numerical integration
A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
Perturbation analysis for continuous-time Markov chains
Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
Variance bounding Markov chains
Fast mixing of Metropolis-Hastings with unimodal targets
Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
Simple conditions for metastability of continuous Markov chains
Geometric ergodicity of Metropolis algorithms
Central limit theorem for triangular arrays of non-homogeneous Markov chains
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
Variational formulas for asymptotic variance of general discrete-time Markov chains
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling
Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes
Geometric ergodicity of Pólya-Gamma Gibbs sampler for Bayesian logistic regression with a flat prior
On a Metropolis-Hastings importance sampling estimator
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models
Hoeffding's inequalities for geometrically ergodic Markov chains on general state space
Block Gibbs samplers for logistic mixed models: convergence properties and a comparison with full Gibbs samplers
Uniform Exponential Ergodicity of Stochastic Dissipative Systems
Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs
On geometric ergodicity of skewed-SVCHARME models
On the convergence rate of the ``out-of-order block Gibbs sampler
On the geometric ergodicity of Hamiltonian Monte Carlo
On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations
On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
Sandwich algorithms for Bayesian variable selection
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques
Geometric ergodicity of the Gibbs sampler for the Poisson change-point model
Conductance bounds on the L² convergence rate of Metropolis algorithms on unbounded state spaces
MCMC for imbalanced categorical data
A hybrid Metropolis-Hastings chain
Power diagrams and interaction processes for unions of discs
scientific article; zbMATH DE number 7415082 (Why is no real title available?)
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
A hybrid scan Gibbs sampler for Bayesian models with latent variables
A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
Long range search for maximum likelihood in exponential families
A nonconventional local limit theorem
scientific article; zbMATH DE number 7387626 (Why is no real title available?)
Convergence rates of two-component MCMC samplers
On the theoretical properties of the exchange algorithm
Recurrence of multidimensional persistent random walks. Fourier and series criteria
Perturbation theory for Markov chains via Wasserstein distance
Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
Information bounds for Gibbs samplers
Remarks on the speed of convergence of mixing coefficients and applications
Continuous-time random walks for the numerical solution of stochastic differential equations
Sparse estimation in Ising model via penalized Monte Carlo methods
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
scientific article; zbMATH DE number 7370527 (Why is no real title available?)
MCMC Algorithms for Posteriors on Matrix Spaces
Adaptive Gibbs samplers and related MCMC methods
Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
A computable bound of the essential spectral radius of finite range metropolis-Hastings kernels
Adaptive Huber regression on Markov-dependent data
Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles
Markov chain decomposition for convergence rate analysis
Spectral properties of MCMC algorithms for Bayesian linear regression with generalized hyperbolic errors
Equivalence of exponential ergodicity and \(L^ 2\)-exponential convergence for Markov chains.
A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
Asymptotic optimality of isoperimetric constants
Stochastic gradient Markov chain Monte Carlo
Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rⁿ
Analysis of two-component Gibbs samplers using the theory of two projections
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
Asymptotics of maximum likelihood estimators based on Markov chain Monte Carlo methods
On the central limit theorem for geometrically ergodic Markov chains
Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
Dimension-independent spectral gap of polar slice sampling
Approximating the spectral gap of the Pólya-Gamma Gibbs sampler
Variance bounding of delayed-acceptance kernels
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
Geometric ergodicity of a hybrid sampler for Bayesian inference of phylogenetic branch lengths
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
Efficiency and Convergence Properties of Slice Samplers
On the geometric ergodicity of hybrid samplers
Markov-chain monte carlo: Some practical implications of theoretical results
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
A comparison theorem for data augmentation algorithms with applications
Statistical estimation of ergodic Markov chain kernel over discrete state space

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