Mixing and hitting times for Gibbs samplers and other non-Feller processes

DOI10.1215/00192082-9421096MaRDI QIDQ2073235zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1 February 2022

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/illinois-journal-of-mathematics/volume-65/issue-3/Mixing-and-hitting-times-for-Gibbs-samplers-and-other-non/10.1215/00192082-9421096.full

zbMATH Keywords

Feller propertyGibbs samplerGlauber dynamicshitting timesMarkov chainsMetropolis-Hastings chainsmixing times

Mathematics Subject Classification ID

Nonstandard measure theory (28E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• A note on expected hitting times for birth and death chains
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• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
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• Elementary bounds on mixing times for decomposable Markov chains
• Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
• scientific article; zbMATH DE number 1516952 (Why is no real title available?)
• scientific article; zbMATH DE number 826241 (Why is no real title available?)
• Markov chain decomposition for convergence rate analysis
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Markov Chains and Stochastic Stability
• Mathematical aspects of mixing times in Markov chains.
• Mixing and hitting times for finite Markov chains
• Mixing times are hitting times of large sets
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• Spectral gaps of random walk Metropolis chains
• The Markov chain Monte Carlo revolution

Cited in

(5)

• scientific article; zbMATH DE number 7249109 (Why is no real title available?)
• Mixing times and hitting times for general Markov processes
• Direct hyperfinite representations of finitely additive probabilities
• On existence of Berk-Nash equilibria in misspecified Markov decision processes with infinite spaces
• Nonstandard representation of the Dirichlet form and application to the comparison theorem

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