On the convergence of the Markov chain simulation method
DOI10.1214/AOS/1033066200zbMATH Open0860.60057OpenAlexW2111437434MaRDI QIDQ1922397FDOQ1922397
Authors: K. B. Athreya, Hani Doss, Jayaram Sethuraman
Publication date: 21 April 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1033066200
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Cited In (39)
- Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods
- State-discretization of \(V\)-geometrically ergodic Markov chains and convergence to the stationary distribution
- Dirichlet eigenvalue problems of irreversible Langevin diffusion
- Inference for the Number of Topics in the Latent Dirichlet Allocation Model via Bayesian Mixture Modeling
- Convergence analysis of Markov chain Monte Carlo linear solvers using Ulam-von Neumann algorithm
- Simulating tail asymptotics of a Markov chain
- Accelerating diffusions
- Hypergroup deformations and Markov chains
- Two theorems on convergence parameter of an irreducible Markov chain
- Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm
- Numerical integration using V-uniformly ergodic Markov chains
- On the Markov chain Monte Carlo (MCMC) method
- Numerical simulation of polynomial-speed convergence phenomenon
- Wishart distributions for decomposable covariance graph models
- A quasi-ergodic theorem for evanescent processes
- On the geometrical convergence of Gibbs sampler in \(\mathbb R^d\)
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields
- Gibbs sampling, exponential families and orthogonal polynomials
- Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution
- Improving the convergence of reversible samplers
- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
- A conversation with Jayaram Sethuraman
- Rates of convergence for everywhere-positive Markov chains
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
- Jump-diffusion Markov processes on orthogonal groups for object pose estimation
- On the limitations of single-step drift and minorization in Markov chain convergence analysis
- A self-adaptive migration model genetic algorithm for data mining applications
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- Convergence analysis of some multivariate Markov chains using stochastic monotonicity
- Convergence of Markov chain transition probabilities
- Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths
- Stochastic alternating projections
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
- Parallel tempering with equi-energy moves
- Slow hit-and-run sampling
- General state space Markov chains and MCMC algorithms
- Slow convergence of the Gibbs sampler
- Gibbs sampling, conjugate priors and coupling
Uses Software
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