Quantitative bounds on convergence of time-inhomogeneous Markov chains
From MaRDI portal
Publication:1769405
DOI10.1214/105051604000000620zbMath1072.60059arXivmath/0503532OpenAlexW1986613495MaRDI QIDQ1769405
Randal Douc, Jeffrey S. Rosenthal, Eric Moulines
Publication date: 21 March 2005
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503532
Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items
Markov Kernels Local Aggregation for Noise Vanishing Distribution Sampling, A mixture representation of \(\pi\) with applications in Markov chain Monte Carlo and perfect sampling., Sufficient burn-in for Gibbs samplers for a hierarchical random effects model., Exponential convergence rates of Markov chains under a weaken minorization condition, The Impact of Stress Factors on the Price of Widow’s Pensions, Maximal coupling procedure and stability of discrete Markov chains. I, Maximal coupling procedure and stability of discrete Markov chains. II, An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition, On sampling from a log-concave density using kinetic Langevin diffusions, Exponential moments of simultaneous hitting time for non-atomic Markov chains, An inequality for the coupling moment in the case of two inhomogeneous Markov chains, Quantitative Convergence Rates for Subgeometric Markov Chains, On the convergence rate issues of general Markov search for global minimum, Rigorous confidence bounds for MCMC under a geometric drift condition, An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists, On geometric recurrence for time-inhomogeneous autoregression, Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains, Maximal coupling and $V$-stability of discrete nonhomogeneous Markov chains, A simple variance inequality for \(U\)-statistics of a Markov chain with applications, Multimodal dynamics of nonhomogeneous absorbing Markov chains evolving at stochastic transition rates, Construction of Bayesian deformable models via a stochastic approximation algorithm: a convergence study, Nonasymptotic bounds on the estimation error of MCMC algorithms, Convergence of adaptive and interacting Markov chain Monte Carlo algorithms, Invariant distributions and scaling limits for some diffusions in time-varying random environments, On asymptotics for Vaserstein coupling of Markov chains, A central limit theorem for adaptive and interacting Markov chains, An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains, Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions, Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré, Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition, Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities, An excursion-theoretic approach to stability of discrete-time stochastic hybrid systems, Quantitative non-geometric convergence bounds for independence samplers, Renewal theory and computable convergence rates for geometrically erdgodic Markov chains, Exponential concentration inequalities for additive functionals of Markov chains, Maximal coupling and stability of discrete non-homogeneous Markov chains, On the stability of sequential Monte Carlo methods in high dimensions, A simulated annealing approach to approximate Bayes computations, Statistical estimation of a growth-fragmentation model observed on a genealogical tree, On the genetic algorithm with adaptive mutation rate and selected statistical applications, Estimates of stability of transition probabilities for non-homogeneous Markov chains in the case of the uniform minorization, Perfect Forward Simulation via Simulated Tempering, Local stationarity and time-inhomogeneous Markov chains, Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution, Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings, Informed sub-sampling MCMC: approximate Bayesian inference for large datasets, Strong Law of Large Numbers and Central Limit Theorems for Functionals of Inhomogeneous Semi-Markov Processes, On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence, Exponential convergence rates for stochastically ordered Markov processes under perturbation, A subsampling approach for Bayesian model selection
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Computable bounds for geometric convergence rates of Markov chains
- Convergence and first hitting time of simulated annealing algorithms for continuous global optimization
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Bounds on regeneration times and convergence rates for Markov chains
- Quantitative convergence rates of Markov chains: A simple account
- Rates of convergence of the Hastings and Metropolis algorithms
- SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
- Convergence of simulated annealing using Foster-Lyapunov criteria
- Stochastic Optimization: A Review
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Monte Carlo sampling methods using Markov chains and their applications
- An adaptive Metropolis algorithm
