Monte Carlo Markov chains constrained on graphs for a target with disconnected support

DOI10.1214/22-EJS2043MaRDI QIDQ2168087zbMATH OpenFDO

Authors Roy Cerqueti, Emilio De Santis

Publication date 31 August 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Monte-Carlo-Markov-chains-constrained-on-graphs-for-a-target/10.1214/22-EJS2043.full

zbMATH Keywords

convergence of probability distributionsgraphsMarkov chain Monte Carlo

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The article deals with the Monte Carlo Markov chain problem on a connected graph, where the target distribution has not connected support in the graph. In particular, some Markov chains are constructed whose empirical distributions converge to such a target distribution as time tends to infinity. At the same time, the rate of convergence is also discussed.

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Cited in

(1)

• Are We There Yet? When to Stop a Markov Chain while Generating Random Graphs

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