Convergence rates of attractive-repulsive MCMC algorithms

DOI10.1007/s11009-021-09909-yzbMath1491.60122arXiv2012.04786OpenAlexW3210415424MaRDI QIDQ2157419

Yanyan Li

Publication date: 28 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.04786

zbMATH Keywords

Markov chain Monte Carloconvergence rateparticle systemshift coupling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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