Applications of geometric bounds to the convergence rate of Markov chains on R^ n.
From MaRDI portal
Publication:1877387
Recommendations
- Explicit bounds for geometric convergence of Markov chains
- Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn
- Computable bounds for geometric convergence rates of Markov chains
- Convergence rates in geometric ergodicity for discrete-time Markov chains
- Geometric convergence rates for time-sampled Markov chains
- Geometric Convergence Rates for Stochastically Ordered Markov Chains
Cites work
- scientific article; zbMATH DE number 3890132 (Why is no real title available?)
- scientific article; zbMATH DE number 44579 (Why is no real title available?)
- scientific article; zbMATH DE number 3574390 (Why is no real title available?)
- scientific article; zbMATH DE number 3622441 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- scientific article; zbMATH DE number 472933 (Why is no real title available?)
- scientific article; zbMATH DE number 1022519 (Why is no real title available?)
- A Markov chain on the symmetric group and Jack symmetric functions
- Accelerating Gaussian diffusions
- Approximate counting, uniform generation and rapidly mixing Markov chains
- Approximating the Permanent
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- Brownian motion and the fundamental frequency of a drum
- Comparing sweep strategies for stochastic relaxation
- Comparison theorems for reversible Markov chains
- Computable bounds for geometric convergence rates of Markov chains
- Diffusion of color in the simple exclusion process
- Geometric bounds for eigenvalues of Markov chains
- Geometric ergodicity and hybrid Markov chains
- Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
- Markov chain convergence: From finite to infinite
- Markov chains for exploring posterior distributions. (With discussion)
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
- On the rate of convergence of the Metropolis algorithm and Gibbs sampler by geometric bounds
- Rates of convergence for Gibbs sampling for variance component models
- Rates of convergence for everywhere-positive Markov chains
- Sampling from log-concave distributions
- Sampling-Based Approaches to Calculating Marginal Densities
- Shift-coupling and convergence rates of ergodic averages
Cited in
(27)- Lower bounds on \(\| K^ n \|_{1\to \infty}\) for some contractions \(K\) of \(L^ 2 (\mu)\), with applications to Markov operators
- Computable bounds of an ^2-spectral gap for discrete Markov chains with band transition matrices
- Fast mixing of Metropolis-Hastings with unimodal targets
- Symmetry Analysis of Reversible Markov Chains
- Nonstandard representation of the Dirichlet form and application to the comparison theorem
- Bounds on the L 2 Spectrum for Markov Chains and Markov Processes: A Generalization of Cheeger's Inequality
- A class of Markov chains with no spectral gap
- Conductance bounds on the L2 convergence rate of Metropolis algorithms on unbounded state spaces
- Consistent estimation of the spectrum of trace class data augmentation algorithms
- Computable bounds for geometric convergence rates of Markov chains
- Spectral analysis of Markov kernels and application to the convergence rate of discrete random walks
- scientific article; zbMATH DE number 5847038 (Why is no real title available?)
- On spectral bounds for symmetric Markov chains with coarse Ricci curvature
- Gibbs/Metropolis algorithms on a convex polytope
- Explicit bounds for spectral theory of geometrically ergodic Markov kernels and applications
- Markov chain decomposition for convergence rate analysis
- Generalization of discrete-time geometric bounds to convergence rate of Markov processes on Rn
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Distributions of values of indefinite forms and higher-order spectral estimates for finite Markov chains.
- Numerical Results for the Metropolis Algorithm
- Comparison theory for Markov chains on different state spaces and application to random walk on derangements
- Rates of convergence for everywhere-positive Markov chains
- Three kinds of geometric convergence for Markov chains and the spectral gap property
- Essential spectral radius for Markov semigroups. I: Discrete time case
- Geometric ergodicity in a weighted Sobolev space
- On the convergence time of some non-reversible Markov chain Monte Carlo methods
- Geometric ergodicity and the spectral gap of non-reversible Markov chains
This page was built for publication: Applications of geometric bounds to the convergence rate of Markov chains on \(\mathbb R^ {n}\).
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1877387)
