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

DOI10.1215/00192082-9421096zbMath1498.60301OpenAlexW3195979657MaRDI QIDQ2073235

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

Markov chainshitting timesGibbs samplerGlauber dynamicsmixing timesFeller propertyMetropolis-Hastings chains

Mathematics Subject Classification ID

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

Related Items (1)

Direct hyperfinite representations of finitely additive probabilities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mixing and hitting times for finite Markov chains
• Mixing times are hitting times of large sets
• Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
• A note on expected hitting times for birth and death chains
• Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
• Markov chain decomposition for convergence rate analysis
• On extended admissible procedures and their nonstandard Bayes risk
• Elementary bounds on mixing times for decomposable Markov chains
• Mathematical Aspects of Mixing Times in Markov Chains
• The Markov chain Monte Carlo revolution
• Markov Chains and Stochastic Stability
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Disjoint Decomposition of Markov Chains and Sampling Circuits in Cayley Graphs

This page was built for publication: Mixing and hitting times for Gibbs samplers and other non-Feller processes