On the theoretical properties of the exchange algorithm
From MaRDI portal
Publication:2137050
DOI10.3150/21-BEJ1405MaRDI QIDQ2137050
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.09235
Central limit and other weak theorems (60F05) Parametric inference (62Fxx) Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- The pseudo-marginal approach for efficient Monte Carlo computations
- Establishing some order amongst exact approximations of MCMCs
- Markov chains and stochastic stability
- Positivity of hit-and-run and related algorithms
- Variance bounding Markov chains
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Estimation and annealing for Gibbsian fields
- A note on Metropolis-Hastings kernels for general state spaces
- Geometric ergodicity and hybrid Markov chains
- Ordering and improving the performance of Monte Carlo Markov chains.
- Geometric ergodicity of Metropolis algorithms
- Bayesian goodness of fit tests: a conversation for David Mumford
- Rates of convergence of the Hastings and Metropolis algorithms
- Perturbation bounds for Monte Carlo within metropolis via restricted approximations
- Stability of doubly-intractable distributions
- Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
- Estimating within-school contact networks to understand influenza transmission
- Optimum Monte-Carlo sampling using Markov chains
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Bayesian Inference in the Presence of Intractable Normalizing Functions
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Beitrag zur Theorie des Ferromagnetismus
- A Bayesian Reassessment of Nearest-Neighbor Classification
- Introduction to nonparametric estimation